Moving States and Having an FHA loan

[Ang Elica]

I currently live in Arizona. I bought a house December of 2019 with an FHA loan. I have since lived in the house. I love here with family members.
However, my significant other and I would like to move in together soon. It is likely I will move in with them. They live in the state of Illinois. 
I would like to continue to pay the mortgage of the house for my family but change my primary residence to Illinois in order to go to school and work there. 
If I just move to Illinois and continue to make the mortgage payments is that legally okay or are there extra steps I must take in order to avoid any legal repercussions.