Where is the option to pay for federal with direct debit (so there is not a convenience fee)?

You can enter your bank account info for the IRS to pull it out of your bank.  See Direct Debit

What is direct debit and how does it work?

Or pick to mail a check and Turbo Tax will print a 1040V voucher to mail in with a check. Or say you will mail a check then pay online at

Https://www.irs.gov/payments