State tax filing

First the IRS (feds) don't care where you live as they tax all income earned worldwide.

 

Next ... if you live and work in TN then why would you not inform your employer so that you can stop paying PA state and local taxes ? Check with the state to see if they will still tax teleworkers even if you don't live in PA any longer.  https://ttlc.intuit.com/turbotax-support/en-us/help-article/state-taxes/states-reciprocal-agreements...