I'm reluctant to house it in Pennsylvania because I know I won't only be doing business there, and also I don't have an address there or registered agent.Lastly, will I have to register the LLC in each state that I am active in?

Not I, but I met a guy on the beach in DR @ 5am for cappuccino's, (every morning for a week), who was active in that endeavor.As a contractor he has done this for many years & was currently down in the Naples/Marco Island area. 

That being said I'm actively looking at additional markets and I might at some point choose to invest in another location.

However, many "experienced" investors, TK providers, even experienced agents promote them on a regular basis.

Or do you have active income on top?

Interestingly I found a local group of investors that have been active in OKC of late.

If you're looking for something less active, the Marcus Savings account by Goldman Sachs is giving you a 2.25% APY.

I'm actively making deals, but most out this way want too close to Market value as supply is diminishing.   

I can also “drive for dollars” in your area of interest.I can help with follow-up activities for your existing projects: make calls, do site visits to check on progress, etc.Honesty, integrity and discretion/confidentiality.

If a loan officer pro-actively asks this type of question to underwriting management without context I feel like it’s more likely to get shot down.