The modules name is:
it is (for me) located at:
You may need to load it by hand or in a script that may need it.
There is no mention of it in the .config file.
in my .config file the line reads
and I suppose it would still be there but instead read:
# CONFIG_NETFILTER_XT_MATCH_STATE= is not set
if it was not selected/not compiled in.