My company is out of NY, I work in CT, NY, MA and RI (Im a PI). I live in CT, where do I file for unemployment

Question

Deductions from my check are only indicative of NY

Answer 1

If your company is based in New York, and there are New York deductions, then your unemployment compensation will also come from New York.  The employer pays unemployment insurance premiums (i.e., taxes) to cover you, and apparently those taxes are going to New York.

File your claim there.  I wish you well.