No. As long as you only physically work in IN, you only file an IN return.
No.
For a nonresident to Virginia, you would file a nonresident return if you had income from Virginia sources.
"
"Income from Virginia sources" means income derived from labor performed, business conducted, or property held in Virginia, as well as lottery prizes and certain gambling winnings. Examples of Virginia source income include:
" See this VA webpage.
You did not perform these services in VA, you don't have property in VA, you are not a shareholder of a partnership or S-Corp (so far as I know) in VA, and you, unfortunately, don't seem to have won the lottery.
So you have no income from VA sources and don't have to file a nonresident VA return.
Make sense?