I was in the same position as you were. When I used TurboTax software, it let me chose which state to file for my state taxes. So I was able to file from NC even tough I worked in another state at one point.

You’ll file your federal return from wherever you live now. Since you worked in NJ you’ll have to file a state form there for your income while you lived there, and if you had income after you were in NC, will file there also.

Yes, you will end up filing 3 returns. You will file Federal, New Jersey and North Carolina (if you have earned wages there). Seeking the advice of a tax professional is advised here because when you file from out of state some times you have to provide additional information to the state reporting to.