The capital gains on the sale will be reported to the state that you resided in at the time of sale for the year that you sold them. In both examples, the entire amount would be reported as capital gains in Illinois in 2021.
Since dividends are usually released on a monthly or quarterly basis, you would report those as income for the state you resided in when you received the dividends. So if a stock you owned released dividends in March, June, and September then you sold it in December, you would report the March and June dividends to Indiana. The September dividend and the capital gains from the sale would be reported to Illinois.
