I am having issues with importing from Morgan Stanley. I have checked and my Third party data sharing is correctly set.

I had the same problem. You need to go to Chase account and go to Security. Then click on Turbo Tax. Remove all permissions and turn on to only one. Go to Turbo Tax and download that one. Then change permission to the next account and download that on. You do this one at a time. You will also have to manually download the 1099R from Morgan Stanley and enter the data manually. 

Please see What if I can't import my 1099? and be sure to review the Troubleshooting section for instructions.  

If you need additional assistance, please feel free to contact Customer Support so you can speak with a TurboTax representative who can assist you. 
@tmehta2442