JMP3
You can certainly setup and activate all the Roku devices in Arizona for later use in Washington.
With the Streaming Sticks, the power cable contains a "long-range wireless receiver". Basically, the network/NIC card. or chip. This is also where the MAC address of the device is programmed.
If you are using the same power cable to try and activate all three devices, the online account is likely confused because the MAC address of the first device has already been assigned to the device number/serial number of the first device ( Streaming Stick 4K-Sliving Room - Living Room).
Try using another the power cable that came with the second device on the second device. Then go to the online account and see if you can now rename the device and location.
If that does not work, then you should just "unlink" the three devices from the account, and factory reset them. (press and hold reset button for 30+ seconds). Then go through the activation process again for all three devices, but this time use their respective power cables so each power cable gets assigned/registered to the corresponding device. (Might want to label which power cable goes with each device).