If you have IL guard pay, MO would not tax it unless MO HOR and living in MO.
Servicemembers who earn only military income while stationed in Missouri should complete a No Return Required-Military On-line Form here. If a nonresident servicemember earns $600 or more in Missouri non-military pay, a Missouri nonresident tax return must be filed.
Either you have military pay or you don't. What is the situation that you are making military pay zero income?