Military retired pay is taxed, but certain exclusions may apply.
Military income is not used when computing tax on nonmilitary income. Field grade and general officers are not eligible for this exclusion. Military retired pay is taxed, but certain exclusions may apply. Copies should be made, completed, executed and submitted with the Application.
Your non-resident alien status applies only for your federal tax return. Thank you in advance for whoever can provide some guidance. Personal liability is generally limited, although the Articles of Organization can specify that members will be liable for company debts, etc.
Further, I do not know about the provisions of state residency as you describe them. Obtain approval for use of the name of the captive.