Yes, you can file without the state ID. If they withheld Kentucky state taxes and the employer state ID in Box 15 is blank because the application is not finalized, you can enter the federal EIN as the state ID.
This doesn't work. I tried, and it said the ID number needs to be 6 digits
If box 15, State Employer ID, is blank on your W-2, your e-file return should still go through just fine, as long as there are no other errors on your return. Your state department of revenue will be able to easily identify your employer from their 9-digit federal EIN, so the state ID number is a little redundant anyway, but is still a way that your state tracks employers in their internal state computer system.
If you are receiving an error for box 15, try using the federal ID in that box or if the state requires a particular format, such as it must be 6 digits, then enter 999999 for the number of digits it specifies.
If the error persists, try deleting the form and reentering it. If you have "copied and pasted" to enter some of the information, it might have spaces or other invisible formatting characters that are causing the errors. Please be sure there are no extra spaces before the entries or after the entries. If you have imported into Turbo Tax, perhaps some of the data was damaged in the transfer and is not working properly, even if it looks correct on the page. Deleting the W-2 and manually entering it should solve the problem.