What you do in 2025 does not affect your 2024 tax returns. If you lived and worked in Illinois all of 2024, you will file an Illinois resident tax return for 2024.
For 2025 you will have to file part-year resident tax returns in both states (assuming that your new state has state income tax).
However, for the mailing address on any tax return, you enter the address where the IRS or the state tax department should send any refund checks or correspondence. That has nothing to do with what state you pay tax to. So if you move to a new state before you file your 2024 tax returns, you will put your new address on the 2024 federal and Illinois tax returns.