I think all the states that has potential to flip are states that are considered swingy last election, minus Colorado, Maine, New Mexico, and Virginia (pretty solid for dems at this point). Swing states being Arizona, Florida, Georgia, Iowa, Maine's 2nd district, Michigan, Minnesota, Nebraska's 2nd district, Nevada, New Hampshire, North Carolina, Ohio, Pennsylvania, Texas, and Wisconsin. I'd be completely stunned if any of the other states flip. If there were states that did have potential to flip out of the blue (just as hypothetical, I'm not predicting this will happen), for dem flips it would probably be Alaska and South Carolina as both were within 15% points last time. On the other hand, apart from the 4 states I removed from being competitive that were competitive last time, the republicans next best option would probably be Oregon. Again though, I'd be amazed if any of those states flipped.
Ohio was never solid blue, at least on the presidential level. And unfortunately Ohio is slowly slipping away from the dems. I do think it's possible for the democrats to win this time, but come 2024 or 2028 that might not be the case anymore. And Republicans are definitely the favorite to win Ohio. You could probably compare Ohio to Delaware and Missouri (in the past those two were considered bellwhether states, but eventually slipped into the democratic and republican leans they have today).
State level can be quite important. If you control the state house, senate and the governorship, more stuff is able to pass on a state level. On the other hand, a more divided house means gridlock is likely. I would definitely take the state races seriously like the federal elections.
And as for Alabama, do I think it's possible for Doug Jones to win? Sure, I wouldn't completely write it off. But the chances of him winning are really marginal and him winning would be such an underdog story. Thing is, Alabama is on the back end of Republican leaning states (that is Alabama votes for Republicans by a larger margin than states typically characterized as ruby red like Kansas or Mississippi), and with how partisan the country has become, Jones would really have to outrun Trump's margin by a huge amount if he wants any chance of winning. And Jones only made the senate cause he was up against a fucking pedophile. And he won by only a point. I think Jones winning Alabama is probably more likely than the dems beating Mitch in Kentucky, but that isn't really saying much at all. Tuberville is the massive favorite to win that senate race and there's no way to go around that.