Tennessee will not appear as a choice, because Tennessee does not have an income tax. It is ok to leave this blank. If you are receiving an error, it could have been an issue caused by importing. If you are unable to delete the information to leave the state blank, you can delete the W-2, and re-enter it manually.
The control number can be left blank if you don't have one.
There are now 8 states that do not tax their residents’ income: Alaska, Florida, Nevada, South Dakota, Tennessee, Texas, Washington, and Wyoming. If your state is not listed in the W2 box 15 drop down list it doesn’t have an income tax. Leave W2 boxes 15,16, & 17 BLANK, empty, no spaces.
W2 box d Control number is not needed. See
https://ttlc.intuit.com/community/forms/help/i-have-no-box-d-or-control-number-on-my-w-2/00/26469
The control number in box d is not required by the IRS - it is used by your employer. As a result, if it causing you trouble, just delete it. If it is not causing you trouble, then leave it in - it won't matter.