I am a sole proprietor and I live in Georgia, work for a company in North Carolina that pays my invoice for work at their Pennsylvania factory, who do I pay my quarterly taxes to: GA, NC, PA? I know I pay the Fed Tax not sure about State(s)
A sole proprietor generally pays state income tax to state(s) where they live and/or work.
Georgia
From my understanding of your question, you are a Georgia resident. Therefore, you are liable for Georgia income tax, regardless of where the money was earned. Georgia taxes residents on income earned anywhere.
You would still owe GA income tax, for example, if you temporarily worked in Pennsylvania for several months, but still considered yourself a GA resident.
Pennsylvania
You said your company pays your invoice "for work at their Pennsylvania factory." If you worked in PA, you also owe PA income tax. Georgia will give you credit for tax paid to another state.
If you worked remotely in GA for a PA factory, you only owe GA income tax. PA says:
Generally, PA source income is income derived from activity or property located in PA. Such income includes:
North Carolina
A headquarters location does not affect state income tax. For example, Walmart is headquartered in Arkansas but employees only pay tax to their home and work states, not to Arkansas (unless they live or work there). You do not owe NC income tax.