Is this after the most recent update?  Or just in general?  I've had issues with the Head of Household status not calculating any federal taxes at all.  However, the other statuses have worked fine for me.  I do make sure that once I choose the Pay Period, I do not hit enter.  I then click on the W4 tab and check off all appropriate boxes and entries to match the W4.  Then the system automatically chooses "Single" or "Married" on the main screen.  You do have to enter number of exemptions, but for federal I always choose "0" if I'm entering a 2021 W4.