Small Transport
Flight Crew Air Transport Pilot (ATP); Flight Crew Multiengine; Flight Crew Instrument
Communication Breakdown; Confusion
ATC Issue All Types; Deviation - Track / Heading All Types; Deviation / Discrepancy - Procedural Clearance
Air Traffic Control Issued New Clearance; Flight Crew Requested ATC Assistance / Clarification
Environment - Non Weather Related; Human Factors; Staffing; Airport
SIC obtained a hold for release clearance; and loaded the FMS.  Reviewed FMS programming per FOM/AOM verified all the points.  SIC stated we were given a SID then as filed.  While proceeding on our route; ATC cleared us to a fix that was not on our flight plan.  Queried ATC as to our routing; and it did not match our as filed routing. (Filed ZZZZZ JXXX ZZZ1 ZZZ2 JXXY ZZZ4;  believe ATC said clearance was ZZZZZ JXXX ZZZ3 direct ZZZ4).  Asked ATC for a heading while we corrected our FMS programming.  ATC cleared us to another fix; verified the routing to destination.  We adjusted the routing and proceeded to our destination.Re-opening the ATC facilities at HPN would be helpful; especially with the increasing amount of flights into and out of HPN.
Pilot reported clearance was different than what they had filed and would like to see HPN ATC Facilities re-open.