I'd recommend anyone expecting to profit from OpenAI stock and aiming to avoid California taxes to look into the subject in depth with paid advisors. The California FTB is not stupid or naïve and has a history of successfully getting paid for stock that vested with a California nexus, even if the beneficiary moves out of state. Good luck!
You're right, it's harder with vesting stock compensation than other things you build up over time like an audience or a developing a game over a long span.
Take a look at Shohei Ohtani's contract.