Why am I getting nothing back from my state tax refund? I’m active duty military and I’ve been stationed in Arizona since 2018 why am I getting nothing. (State Tax)

Depends on what state HOR/SLR is involved that you are filing for.

Some HOR states tax all income no matter where you are stationed...other states exempt only the military income when you are posted out of your HOR state...but tax anything else.

A few states that do not tax that military income, when posted out-of-state, will indicate that the W-2 is being taxed when you first put it in, but then will ask questions that deal with it properly when you get to the State interview.  Finish filling in ell of the Federal section first...then go thru the entire state interview to see if it's handled there.

https://ttlc.intuit.com/community/military/help/what-is-my-military-state-of-residence/00/25559