You pay income tax to the state you live in. TN has no state income tax, so you do not have to worry about filing a TN tax return.
Your State of Residence - Arkansas - can tax ALL your income, regardless of where you earned it.
Tennessee - where you work - has no income tax on wages and salaries.
As a resident of Arkansas you have to report your income from all sources. If you did not have AR state taxes withheld from your wages you now owe AR taxes.
If your employer does not or will not withhold AR taxes in 2021 then you will need to pay estimated taxes to Arkansas so that you will not owe at the end of the tax year and will not be penalized for not paying taxes.
Go to this Arkansas website for 2021 estimated payment vouchers - https://www.dfa.arkansas.gov/images/uploads/incomeTaxOffice/AR1000ES_IndividualEstimatedTaxVouchers_...