My dod retired military account was in error and state tax was withheld for VA in 2018 but I never lived there in 2018

I lived in NY all of 2018  but my military retired pay (My Pay) was never updated to drop VA and insert NY,  I have $3600 withheld for VA but nothing filed for NY where I lived.  This is for my retired pay only...my current job and W2 has it correct.