Live in MO. work for the govt of Illinois, who already withholds IL state tax from my check. As Im filing, TT is saying I owe a ton in MO state taxes? Double taxed?

Since you are a Resident of Missouri, all of your income is taxed there.

In the Missouri interview, you should be asked about 'taxes paid to another state' where you can report the amount of tax you paid to Illinois on your income. 

You should end up not owing Missouri, or only a small amount. 

Prepare your Non-Resident Illinois return first, then your Resident Missouri return.

Click this link for more info on How to File a Non-Resident State Return.

If this doesn't resolve your issue, you could Delete your States, then add them back in and prepare your Illinois Non-Resident return first. 

Request your employer to start withholding Missouri taxes on your income, so you only need to file one state return.