wooCommerce checkout page State / County (optional) validate not working

Code goes in function.php file of your active child theme (or active theme). It could works.

add_filter( 'woocommerce_billing_fields', 'woo_filter_state_billing', 10, 1 ); 
function woo_filter_state_billing( $address_fields ) { 
    $address_fields['billing_state']['required'] = true;
    return $address_fields; 
} 

add_filter( 'woocommerce_shipping_fields', 'woo_filter_state_shipping', 10, 1 );
function woo_filter_state_shipping( $address_fields ) { 
    $address_fields['shipping_state']['required'] = true; 
    return $address_fields; 
}