My employer did not withhold NJ SDI tax. It's not on my W2 or final paystub.

I would suggest that you speak to employer to obtain clarification about that.

As I recall, the disability component of the NJ SUI/SDI is withheld from employee paychecks at 0.17% of gross wages or salaries and is remitted to the state by the employer.

There is no tax return filed by the employee. TurboTax offers no support for this tax.