If you never physically work within NC, NC tax law is that withholding is not required. From North Carolina Department of Revenue Directive PD-98-3:
"Withholding is required only if the compensation is paid for services performed in this State."
https://www.ncdor.gov/taxes-forms/withholding-tax/individual-income-tax-directives-main/directive-pd...
Be aware that if your employer does not withhold AZ taxes from your pay, you'll have to make quarterly estimated tax payments to AZ.
https://azdor.gov/forms/individual/individual-estimated-tax-payment-booklet
As @rjs stated, with few exceptions work income is taxed based on where the work is actually performed, not on where the employer is located.
**Answers are correct to the best of my ability but do not constitute tax or legal advice.
