Yes, you can e-file your PA state return using TurboTax. All you will need to do is download PA. PA does not have any type of ID requirement to file a return.
No, it is not too late to do your PA return first as long you have not yet filed your AZ return. The order in which you download your state programs have no affect on the other you file them in.
The reason you do the nonresident state first is so you know the amount you paid to the nonresident state and enter it on your resident state to claim a credit for taxes paid to other states.
If you have already filed your AZ return, you may need to Amend Your Return if you did not enter the correct amount on the AZ return for taxes paid to PA.
The only time PA will request ID is to verify your Identity if you are one of the people who are randomly selected for ID verification. This does not stop your return from being accepted. It would just mean, you would get a letter in the mail asking you to prove you are who you say you are and telling you what steps you need to take to verify your identity.
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