You worked and earned all of your money in North Carolina so all of the income will be reported there. The address on the form has no bearing in terms of where you need to file.
As far as not having any federal or state withholding, that is expected with non-employee compensation. If you are used to having a W-2 job, you understand that the withholding is taken out throughout the year and the employer covers one half of self-employment tax. As a self-employed worker, you are responsible for both ends of the self-employment tax.
Here is a link to better understand filing with a 1099-NEC.
Filing with a 1099-NEC
