The court can't work with you because misdemeanor probation cannot be transferred out of state for supervision, only felony probation has the possibility of being transferred out of state. You should discuss the possibility of early discharge from probation, or hire an attorney to petition for early discharge. If you leave the state without permission a bench warrant will be out for your arrest. While I do not necessarily believe you would be pursued you will live with the fear of possibly being placed under arrest every time you have contact with the police.
If the court has refused your transfer to another state, then you leaving to pursue work will result in a bench warrant being issued for your arrest. This means that at any point, you could be arrested, even in the other state, although this may be unlikely for a misdemeanor probation violation warrant. You can always petition the court for an earlier discharge of your probation assuming that you meet all the court ordered conditions of your probation earlier than your original discharge date. Providing some proof of possible out of state employment may aide the court in its decision to perform an early discharge as well.