I received this same message today mentioned in this chain.  'Return is selected.  Please complete the extension for the return first. If the extension has been completed, open the return navigate to State/City and save the return.'

I did what you suggested and went into EF Homebase and under E-File, hit 'Electronic Filing' then hit 'Update Acknowledgement Status of Selected Returns, Extensions...'

It worked like a charm!

Thanks so much.