By "came off military orders" I assume you are now a civilian and no longer in the military. I further assume you are referring to the 2019 tax year. What I'm not sure of though is, what state do you claim for what? Basically, if you're filing a joint return you'll file a tax return with all three states. But only one of them will be your resident state. Be aware that it's perfectly possible for your wife to have a completely different resident state from your resident state too.
My initial impression is that KY is your wife's resident state, while VA is yours. One good indicator of your resdient state is the one where you are registered to vote. Though registering to vote in a state is not a de-facto thing that makes you a resident of that state. All states have their own residency requirements and those requirements differ state to state.