You are going to need an attorney as soon as they file. Depending on the court, they could have a case. But it will depend on a lot of factors, including the judge. I do believe you can ask the ex to pay for travel as part of a relocation, if she succeeds.
The fact that your order said no moving out of state does seem like it would help you, and it is likely that the new husband is wrong. But that doesn't mean a judge won't change the order if they make enough of a compelling case.

