Holy 🐄, give it some time. Let the software get an update or too and it will do it for your. Rush, Rush, Rush. How about a bit of patience? https://proconnect.intuit.com/community/proseries-discussions/discussion/to-quote-ralphie-oh-fudge/0...
Sorry, I went into zombie mode.
Is the payment being done direct debit? If so, the sheet would typically not print.
Is the client to mail the payment? If so, typically the sheet would print.
There is no specific setting for payment voucher for either fed or state, it is just part of the main Tax Return.
Are you not seeing it in any of the copies of the return?