Enter any federal deductions attributable to the period of your New York State nonresidency. If none, enter zero. What does this mean? I worked in NY and CT .

In general, your New York itemized deductions are computed using the federal rules as they existed prior to the changes made to the Internal Revenue Code by the Tax Cuts and Jobs Act (Public Law 115-97).  Thus, there could be some federal deductions that NY does not allow. 

Here is a link to the NY State Department of Revenue and Finance webpage, entitled "Itemized Deductions."  If you scroll down the page, you will see a space where you can select tax year 2021 (and prior years) and below that are expense categories.  If you click on those expense categories, the information displayed will explain the differences between what itemized deductions NY allows versus the itemized deductions allowed at the federal level.   

NY Itemized Deductions