The fact that your employer is withholding NY tax is a strong indication that you are subject to NY tax on the wages received while working in TX, for them.
Although "my company decided to close the office in New York" adds a new wrinkle to the scenario; working from "home" in TX instead of NY appears, in my opinion, to be for your convenience, not theirs.
Q. so I'm not sure the process to get that money back?
A. You file a part year resident return, claiming only the income received prior to the move as NY income. Expect push back from the NY Dept. of Taxation and Finance. Attaching a statement, explaining the circumstances may be appropriate.
Also see Pending NY covid legislation https://taxnews.ey.com/news/2020-1411-new-york-senate-[product%20key%20removed]-businesses-to-treat-...
