Ohio requires the same filing status used on the federal return. You will be able to indicate your part year and nonresident status and report the income that will be taxable to Ohio.
For Massachusetts, you cannot file a joint return if both you and your spouse weren't Massachusetts residents for the same portion of 2024. You will have to create separate federal returns (that are not filed) to then create the separate Massachusetts returns. See How do I prepare a joint federal return and separate state returns?
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