Have you retrieved the extension acknowledgment? If not, do that first, save return, then go into state return. State return will not e-file until extension has been processed - or at least for me Indiana will not.
I am in Texas so no state return. The notice says go to State/City and save!! Had to file the extension by paper as the filing deadline was June 15 and IRS would not accept.
Uncheck the box for electronically filing Form 4868 - see if that helps