Filing state taxes with no permanent address

My husband and I lived in Massachusetts from January 2021 until June 30th 2021. We both worked in Massachusetts during that time, but once we moved out of MA we continued to earn from the same MA based employers for an additional two months (July and August). We traveled during July, August, and had no permanent address. We then moved to Colorado in late September 2021. With the above in mind, I am unsure how to proceed here. Do we owe taxes to any state for the earnings in July and August 2021? And how do we make note of this in our Massachusetts tax return?