Are you in the military? If Virginia was your home of record prior to the switch, Virginia can tax the income you earned up until the date of the official switch. Therefore it was proper for VA taxes to be withheld up until that point. If this is your situation, you'll have to file a part-year resident tax return in Virginia. You may or may not get some of the withheld taxes refunded, depending on whether or not your taxes owed exceeded your withholdings.
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