I got a lawsuit W2 with zero income, there's only box 14 checked for CA SDI. I cannot add this to another W2 since the employer number is different. How to e-file?

If you have more than one California W-2, then it’s possible you will have an excess SDI credit. You can delete the W-2 if you are not interested in filing for the credit or if you are not eligible.

The 2020 SDI (or VPDI) limit was $1,2229.09. Add up the SDIs on all your W-2s. If they total more than $1,229.09, you are entitled to a credit.

If your amount is less, delete the W-2. If the amount is more, and you do not wish to claim the credit, delete the W-2. Otherwise, file by mail. You can always amend your return if you give up the credit and change your mind.

My CA SDI is less than the limit since I moved to Texas in February. The question is, do I need to include this W2 with my taxes? Shouldn't we have all W2s with our taxes?

Anyone? Should I delete the W2 or mail my tax return?

You should delete the W-2. Since it reports no income, it is not needed to make your tax return complete.

so would you have to pay this amount again since it wouldnt be credited on your return?

No.  The taxing agencies have already received the same W2 you received. The W2 is already reporting the SDI that was paid and there is nothing taxable there for you to report on your tax return.