There is no necessary procedure to file a final state individual return like there is for a final business return. That being said, I have seen localities (NYC) question a taxpayer why they didn't file a city return that year. They then require proof that you did not live in the area. If the taxpayer is worth a lot of money, has a business, they even go as far as checking cellular data to see if they were in the city a certain amount of days.
I only mention this, because you wrote "establishing as legal address." You might want to be in the other state most of the time.
