When I attempt to download copies of my 2018, it only downloads the state I didn't e-file. How do I download a copy of the federal and state returns that were e-filed?

Make sure you have chosen the correct forms you want from the menu on the left of the Print Center box.

Unfortunately the website does not give me an option to select the forms.  From the home page after I filed, when clicking on "Download/Print return" or clicking on "See all my returns -> Download/print return (PDF)", it only downloads 1 state.  From the second link I can't click on any of the returns on the left.

So sorry that I couldn't help.