I found what I think was the issue. The return from one state required attaching the second state.  While all of the proper checks were done (check boxes filled in for multiple states to efile) the print queue for the filing copy did not recognize the attachment requirement.  I shut down Proseries and restarted and the filing attachment now reflected on the print page for "filing" and was able to create a PDF for the filing copy without the error. Seems OK now.