No for dual status. I don't know of any software that does. (But what do I know?)

so if I need to efile an associated state, NY would i have to 

set it up as a client without a federal return, just a state, the taxpayer married a non- resident

in 2021 who has no SS #, can I even Efile a joint state return where the spouse has no #?

I don't use ProSeries. In the past you could not associate a state return with a 1040NR.

IRS provides that you can efile a return with a Nonresident alien spouse by indicating NRA in the SSN field. I don't know if ProSeries does.

Hopefully a ProSeries user will chime in.