Why is reporting non-resident CT income so complicated? I need help with the section asking for Taxable interest and business income/loss Federal vs. CT amounts.

Yes, but this "yes" answer may be impacted by what follows.  A nonresident's income derived from Connecticut sources is subject to CT income tax.   CT source income includes income from a business, trade, profession or occupation carried on in this state.  For example, income from wages for services performed in CT is CT source income.

CT law requires a nonresident to calculate his or her tax in the same way as a resident of CT.  The nonresident must start with federal adjusted gross income on Line 1 of the return.  Tax is calculated on all income as reported on Line 5.  The nonresident is then required to prorate the tax based upon the percentage of income from Connecticut sources.

For example, if the CT income tax calculated on your entire income (as reported on Line 5 of Form CT-1040NR/PY) was $1,000, but you were a nonresident who earned only 50% of your income from wages earned while working in CT, your CT taxable income would be 50% of $1,000, or $500.

When you file the resident income tax return with your home state, you may be able to claim credit for taxes paid to Connecticut for income earned in this state.  Thus, complete your non-resident CT tax return and your NJ non-resident tax return before you begin your NY resident tax return.  

Lastly, you did not mention your filing status, but here is some information about married filing jointly taxpayers.  If you file a joint federal income tax return but only one spouse is a nonresident with CT source income, that spouse should file as married filing separately even if they file a joint federal return. The spouses may file a joint CT income tax return only if they both consent to file a joint CT nonresident income tax return.  If the spouses file a joint CT income tax return then they will be jointly and severally liable for the entire CT income tax on such return. 

@Celery63