Has anyone done an interstate transfer as a National Guard AGR?

I don't know, but I know it would be a lot easier if you found someone who wanted you.
My advice. Type up a good email to introduce your self, your ERB and Resume. Have several people review them to make sure they look good.

Next go on Outlook, new email, click the "To..." button, change the address book from local and scroll all the way down to the national guard list for states you want to go to, then click advanced search and sort by rank (title, whatever). Find the correct LTC / COL and SGM that you think are the right people to talk to AV units or recruiting units, whoever you think would have a position you would want. Address that email to only those 2 or 3 people from that state.
Do that again for the other 35-40 states with lower cost of living than NJ. Someone will email you back, some of those will turn into phone calls and even interviews. One may even turn into a job.

Never hide that you are talking to other states, but you don't need to offer up how many you contacted.

Good Luck