First, you will need to amend your federal return for 2024. To do so, please follow the instructions here. In addition to making the necessary changes, please ensure that your state of residence is correct in the Personal Info section so the correct state forms populate.
In addition, can you clarify why the state of Illinois believes you have to file a Schedule NR? Did you have Illinois source income at some point in 2024? If so, you need to allocate this income appropriately on Schedule NR. Even if you are not a resident of the state, you may still be liable for tax to that state. When you allocate your income, you will have to calculate the Illinois portion of the amount that should be taxed in the state. For further instructions on filing a nonresident return, please click here.