Living in NV since 2017. Job made a clerical error and had mailing address be NV but still kept old AZ address on file. They took AZ state taxes for 2018. What do we do?

I moved to NV in 2017. My job made a clerical error (that has since been corrected) but they took out AZ State taxes from my check for the whole year. AZ DOR gave me three different answers. They tried to tell me to fill out a form, then they said don't file a state return, then they told me that the money belongs to AZ even though I haven't been there in almost 2 years. NV does not have a state tax. Can somebody help me?