You don't need a new W2. The address on your W2 has no effect on your taxes. Just enter your current address in the Mailing Address section of My Info.
If you lived in TX all of 2020, and you never physically worked in MA, your income is not taxable by MA. But if your employer mistakenly withheld MA taxes, you'll have to file a non-resident MA tax return, allocating zero income to MA, in order to get those taxes refunded.
MA does not tax non-resident remote workers unless they temporarily relocated from a MA work location to a remote work location because of the Covid pandemic.
**Answers are correct to the best of my ability but do not constitute tax or legal advice.
