Since you're a nonresident, you should only be taxed on income earned within Missouri. The refund showing up when you paid no tax could happen for a few reasons:
- the tax forms entered in TurboTax could show tax withholding erroneously - check your W-2s and any other tax forms for state tax withholding and update if necessary
- you might qualify for Missouri tax credits that reduce your tax liability below zero
Since recreating the return didn't work, I'd recommend:
- double check that all of your income sources are correct categorized as Missouri or non-Missouri
- verify your residency status is properly set to nonresident in TurboTax
- check if any Missouri tax was withheld from your W-2s or 1099s