what a nice Sunday afternoon mess….

They file IT203 NY PY/NR as MFJ allocating only her income to NY (and showing dates of her residency. 
PA file MFJ and file credit for taxes paid to other jurisdictions (i forget the form number).

Check inst for IT203. The NY return will be partially affected by total family income but it should wash out claiming the COJ in PA. I don’t think she’s allowed to file NY as single.