[Hardcase]

A couple of points:

You my not be able to just declare your state of residency, even if you own property in that state. Where you live makes a difference. I've been through this between California, Nevada and Idaho. California, in particular, was very grabby about wanting to claim residents.

As far as taxes go, every state, as far as I know, collects income tax from people who work in the state, regardless of your state of residence. There are exceptions, but not many. That's the trouble with working in one state and living in another - you can end up with a pretty unfair tax situation.

I'd also ask at the gun range how they determined that Illinois residents can't bring guns to the range. Perhaps they've misinterpreted the law. I'm sure that they'd be willing to talk to you about it - I can't imagine that they'd purposely want to keep people out.