My 1099-R box 15 is labeled Health Benefits, but TurboTax calls that box First Locality. Do I put the amount from my 1099-R in there anyway?

No.  The issuer is putting information to you in a box that it does not belong in.   Box 15 should not be used for any purpose other than a dollar amount of local tax paid to a municipality with the municipality name in box 16.   If they put information in those boxes it should be ignored.

Thank you!