Unfortunately, as frustrating as your situation sounds, yes you absolutely need to abide by what your probation officer says.
It sounds to me like they may be trying to enforce the penalty that was instituted in Connecticut over to New York. Are you still within the 45 days in which the Connecticut suspension is in place?
Really what you need to do is get an explicit order from your judge stating what the requirements and restrictions of your probation are, in fact you should have already received this at the time you accepted the plea deal on your case.
If you feel that what the probation officer is now ordering you to do in NY is not in line with the court's order, then you need to have that addressed by the judge, whether you do so through an attorney or on your own. However in the mean time, I would strongly recommend that you follow whatever the probation officer instructs because the consequence of not doing so could be a probation violation, which would mean you would then be re-arrested and have to prove your innocence (for the alleged violation) again-- a headache you just don't want to deal with.
So in the meantime do what they say, but if you know they're wrong, have it addressed with the judge so the issue/ miscommunication can be cleared up.
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