Same thing for me moved from Chicago to Albuquerque NM had to take the EMTB state here but I passed my paramedic course in Chicago now I have to take my national medic here and state test here so I can find a job
The cognitive can be taken at any Pearson Vue center. That's a standard test.
The psychomotor needs to be taken in the state where you will be licensed. The NREMT doesn't have anything to do with the psychomotor exam, all they require is that the state EMS office submits results saying you met the requirements.