For 2105 you should have file part year resident return for both MA and IN. If you did not file a MA return, you are not entitled to a refund from IN. They will tax all your income, unless some of it was taxed by another state. MA & IN do not have an agreement.
For 2017, you file a part year IN return. But they may not accept it. When you move to a foreign country, many states considered you to still be a resident, for tax purposes.
