The general rule is that you complete your nonresident state first to determine the credit foe taxes paid to another state. One exception is a "reverse credit" state, which is exactly the situation you have.
Generally, residents of California may claim a credit only if the income taxed by the other state has a source within the other state under California law. No credit is allowed if the other state allows California residents a credit for net income taxes paid to California.
You will want to go back through Arizona and look for the Credit for taxes paid to another state. (You should be able just to go back through, if you cannot find it, delete the Arizona return and start it again.)
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