The general rule for which filing status to use when filing your California state tax return, according to the California Franchise Tax Board, is to use the same filing status for California that you used for your federal income tax return, unless you are in a same-sex marriage or a registered domestic partnership (RDP).
Please see the following Franchise Tax Board web page, "Filing Status Information", below:
https://www.ftb.ca.gov/individuals/filing-status-information.shtml
As nonresident aliens for U.S. federal tax purposes, you must use married filing separately filing status when filing your federal return; per the FTB, you must use this filing status on your California return, unless you meet any of the exceptions listed in the link above.
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