i work for a company in Florida but they use an employment agency to handle their payroll so my W2 says I work for the Alabama company, not my Florida company where I report to work. What state do I file unemployment in?

I work for a Florida company that uses an Alabama based employment services company which is what appears on my W2 and in the employee handbook as my employer. I went to my employer in December as the General Manager stating that I would be moving on once we reached a specific number of condos in our inventory (at 129, target number was 155 which would mean March). There were also issues with financial improprieties that I brought to his attention for other reasons for me deciding to move on by March 2016. The owner of the Florida company went to other employees to say he was terminating me, along with two other employees (my son who worked there prior to me and another employee I hired 1.5 years ago). On Friday, 1/15 all our phones were turned off and our access to company programs were deleted.
The employer never told any of us that we were terminated so I am going to file unemployment. What state do I apply in? The state of the employer on my W2 or the state where the client of that employer is where I resided and worked?