College son did internship outside of resident state

My son goes to college in KY.  He did an internship over the summer in KY.  Our permanent residence is NC.  His W2 shows that NC taxes were taken out for the job.  I still claim him as a dependent since he is still in college.  Do I have to file a non-resident KY state return for him even though only NC taxes were taken?  

Secondly, everything on his W2 is correct except his address is listed as his college address in KY and not his permanent address in NC.  Does that matter?  Which do I enter for filing taxes.  Thanks in advance for any clarification!