You are correct that you do not have to pay Tennessee state income taxes on your interest and dividend income, that was received during the portion of the year you were a nonresident of Tennessee.
In order to correctly calculate your Tennessee Hall Tax return, however, you will need to make some manual calculations, and then enter an "adjustment" to your Tennessee interest and dividend income.
Here's more info:
https://ttlc.intuit.com/replies/3302008
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