I have just applied for my ITIN number, but I have to wait for it before submitting Indiana state tax return. I do not owe any tax due and I will get refund. Given that I will submit after the deadline, will it cause any problem or penalty?

Hi, I am a non-resident alien in Indiana. This is my first year in the US. I completed all my federal and state taxes and I have just applied for ITIN with submitting Federal taxes. However, I was told that before obtaining ITIN, I cannot submit my Indiana state tax return. I have to wait for 9-11 weeks. I do not owe any state taxes, actually I will get refund. Does this situation cause any further problem and penalty? Can I submit my state taxes in Indiana without ITIN?

By the way, I have also sent a Form 4868 before the deadline to apply for extension. But since I have not ITIN or SSN, the official at the local IRS office said that they cannot check if my application for extension has been approved or not. If you enlighten me about these issues, I would be very appreciated, because I am very anxious. Thank you.