Edit each of your 1099-INT forms with a box 8 entry
and each of your 1099-DIV forms with a box 11 entry.
On the followup page (after the main -INT or -DIV form) that asks about what state issued the Tax-exempt interest..you probably indicated TN for all of it...instead of "More than one state" (at the end of the drop-down list of states).
IF you did hold some TN bonds (part of box 8 of a 1099-INT), or your Mutual fund did (part of box 11 of a 1099-DIV) you can break out the amounts for just your TN bonds, and any US Territories.
Example shown below for a NC resident
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____________*Answers are correct to the best of my knowledge when posted, but should not be considered to be legal or official tax advice.*