How did "The grantor is out of it" happen? If death, it likely is no longer a grantor trust. Do you have the trust agreement?

It is possible for a trust to be a grantor trust with respect to someone other than the settlor, but in practice I have rarely seen it happen.

Arizona wants tax on the gain. I think AZ and VA have the backass credit situation where you claim a credit on the AZ nonresident return for tax paid to VA.