My question is, if I buy a handgun from an online retailer and have it shipped to a local FFL shop do I still need to get a purchase permit in order for the shop to transfer it to me?
If NC is now your permanent place of residence then I would imagine that your Nevada CHL is essentially invalid. I know with a NC CHL you're required to notify the issuing LEO within 30 days of a change of address so that info can be updated. If you hand a LEO a NC DL and a Nevada CHL (remember, NC requires you to inform) I'd expect that you'll be heading up crap creek without a paddle.
Just do yourself a favor and get a NC CHL ASAP.