Which state do I claim for residency, PR or OK, given that my change OK took effect on 22Nov2017?

If you are from Puerto Rico and intend to return to PR (retirement), you will not need to file OK income taxes so long as your only income is from your military LES.

If your spouse works or you have any other income such as gambling wins, property income, or hobby interests those will need to pay State income tax. If you take state benefits (money from the state) you will need to file for residency in that state (thereby requiring you to pay state income tax). Oklahoma may be able to show that you were in fact a resident if you stay in the state after your retirement, or show some other trigger for a state residency requirement.

Nearly all bases have a VITA (volunteer income tax assistance) office that will have specifics for any questions you have. In general military are exempt from residency requirements so you'll need to talk to a tax assistance individual who is familiar with the military as most will not understand you residing in a state and not being required to be a resident.

OK requires you to fill a return for anything over $1,000 worth of OK source income regardless of residency status. I'm assuming that you changed your HOR to OK on 22NOV2017. Which means that your December pay would be considered OK based income. You'll need to file both PR and OK returns.

I've owned rental property in OK for the last 10 years and forced to file an OK return every year. However, under the SCRA Oklahoma cannot actually tax my income there. I include the rental income into my HOR tax return. Which fortunate for me allows me to claim exempt while I maintain an active duty status. :) If you want more in-depth knowledge you can find it at OK Tax Commissions site https://www.ok.gov/tax/.

I'm pretty sure you would have to claim PR and OK for next years taxes.