The IRS does not send any type of confirmation number for a Form 4868 federal tax return extension request.
If you used the IRS website to pay taxes with an extension you would get a confirmation number for the payment - https://www.irs.gov/forms-pubs/extension-of-time-to-file-your-tax-return
There is no place on a New Jersey tax return to enter a confirmation number for a federal extension. What makes you think that you need a confirmation number? If you are filing your New Jersey tax return by mail, just enclose a copy of the federal extension (Form 4868).
At the top of page 1 of the New Jersey return there is a box to check if you filed a federal extension. If you filed the federal extension with TurboTax, that box should be checked on the NJ return. If you did not file the federal extension with TurboTax, enter the extension in the federal section of TurboTax in order to get it to check the box on the New Jersey return.
Are you filing a New Jersey nonresident tax return? The instructions for Form NJ-1040NR say the following.
"You enclose a copy of your federal Application for Automatic Extension, if filed by paper, and check the box at the top of your NJ-1040NR (or enter your confirmation number in the space provided if you filed the extension application online or by phone)"
According to that, you got a confirmation number if you filed your federal extension online or by phone. When it says online, I'm pretty sure it means on the IRS web site, not through TurboTax. But if you don't have the confirmation number, you can print a copy of Form 4868 and enclose it with your New Jersey tax return.
I tried to do this - I added my federal extension payment amount (which I submitted directly to the IRS, not through TurboTax) in the Federal section of my return in TurboTax Online but the "Federal extension filed." is not being checked on page 1 of my NJ return. Is there anything I can do to fix this?
After you added it to federal did you start the state return over for it to update?
Yes, I deleted the state return and filled it out over again, but it still doesn't check off the "Federal extension filed" box. Is this a bug? Is there some way I can manually check this box off?
It's not a bug. See my answer to your separate post of the same question.
For the benefit of others following this thread, here is the answer again.
Entering the federal extension payment does not check the box on the New Jersey return. You have to at least start to file a federal extension in TurboTax, even though it's actually too late to file it. Of course, you won't actually file the extension. You don't even have to complete it.
Go to:
After you answer Yes on the first two screens, saying that you want to prepare an extension, the federal extension box on the New Jersey return will be checked.