Assuming you never physically worked in MA after your move to AZ, and that your move was not due to a pandemic-related circumstance:
File a part-year resident return for each state according to these instructions:
How do I file a part-year state return? (intuit.com)
Then allocate all your income earned as an MA resident to MA, and all your income earned as an AZ resident to AZ.
In the Personal Info section of TT, answer No to having Other State Income. "Other State Income" refers to income from a non-resident state. In your remote work scenario, you have no non-resident state income, because your entire income is sourced to one or the other of your two states of residence. There is no 'other state credit' in your situation.
Note that MA's teleworking pandemic regulation expired September 13, 2021.
https://taxnews.ey.com/news/2021-1273-massachusetts-to-end-covid-19-income-tax-relief-for-teleworker...
**Answers are correct to the best of my ability but do not constitute tax or legal advice.
