It depends.  You were required to file a Virginia return in 2019, and it seems likely that such is the case in 2020.  Having said that, Virginia also allows you to take the Foreign Income Exclusion.  Therefore, if your income is within the threshold of the Foreign Income Exclusion, you probably will not have to pay Virginia any tax on the income.  This VA tax ruling can be of assistance:  VA Foreign Income tax ruling

For additional information on the Foreign Income Exclusion, please see this link: What are Forms 2555 and 2555-EZ used for?

As I understand it, unless I close down all my assets and give up my DL and not return to VA, then I have to keep filing that annual return. Perhaps someone more knowledgeable can point differently.

Ok it's based on tax home and going off that seems like if you have a place of abode in VA, then that's your tax home and that means you can't claim the exclusion. Let me know if i got it wrong.

As far as tax home is concerned, then yes, in a manner of speaking.  It's a little complicated when it comes to Foreign Earned Income situations, particularly with state taxes.  For the state, you are considered to still be a resident in a state until you establish residency in another state.  In this case, you were a resident of Virginia, so you continue to be such.  Just establishing a PO Box in Nevada does not make you a Nevada resident who is exempt from Virginia taxation.

Having said this, the link I provided earlier was discussing Virginia's revenue ruling on Foreign Income and Virginia taxation.  It's filled with a lot of jargon, but the simple version is that Virginia will tax income that is included in Federal AGI (further subject to Virginia Adjustments, which doesn't really apply here).  Foreign income that qualifies for the Foreign Income Exclusion that I referred to previously is not included in Federal AGI.  Therefore, you don't pay VA tax on excluded income.  However, you will be subject to Virginia tax on income that is not excluded.  Hope this is helpful.