When you get to the part of the non resident return and you get to the allocation screen and it asks you how much of your income was earned in AZ you would put 0, as you didn't earn any income while physically present in AZ. That triggers the system to recognize that your income is not subject to AZ taxing and will refund you what was withheld. The biggest step right now is to make sure you get a new A4 form to your emplyer so they can stop withholding the AZ tax.
