NJ GOP for sure, the fact that NYC is roughly 40% of the state lives in perhaps the most Liberal city in the country is simply too hard for the NY GOP to overcome without just waiting for incumbency fatigue to set in.
Is incumbency fatigue even really a thing at the state level? I mean, if a party mismanages a state's government/budget for too long and causes a lot of problems, I can see the party as a whole suffering for sure, but if a party has a strong grip on the state, generally they can have lackluster performance, perhaps even somewhat negative, and still hold on - even more so depending on how deep their voter base is in the state.
In a state like New York, I would imagine that it would take a perfect storm at this point for Republicans to win the Governor's office. Perhaps a strong candidate combined with a very good GOP year, mismanaged state govt causing long-term and palpable frustration among the voters.