Why do you say "My office was in HI"? Do you mean that your employer's headquarters is in Hawaii? That doesn't make it your office. You lived and worked in Rhode Island. It doesn't matter where your employer's headquarters is. You should pay only Rhode Island tax, and not Hawaii tax.
You will have to file a Hawaii nonresident tax return showing zero Hawaii income to get a refund of the Hawaii tax that was withheld. And you are going to have a big Rhode Island tax bill, including penalties and interest, because no Rhode Island tax was withheld. You cannot get credit on your Rhode Island tax return for the Hawaii tax that was withheld because the employer already paid it to Hawaii. Rhode Island has not gotten any tax from you. There is probably a place on the Rhode Island resident tax return for a credit for tax paid to another state. But after you file your Hawaii nonresident tax return for a refund, the net tax that you will have paid to Hawaii is zero.
Since your W-2 shows Hawaii income, you will probably get a letter from the Hawaii Department of Taxation saying that your Hawaii tax return is wrong and that you are not entitled to the full refund. You will have to convince them that the Hawaii withholding was a mistake, and that you did not work or live in Hawaii. A letter from your employer would be a big help.
Frankly, it would have been much better if you had noticed the Hawaii withholding on your first paycheck and questioned it immediately. Your employer could have easily corrected it and your W-2 would not show any Hawaii income. By waiting until after the end of the year, and after your W-2 was issued, you have a much bigger problem.
