Tax Settings Problems... Customer in Illinois charged taxes in Georgia

I am having bizarre tax issues… A customer in Illinois purchased a product and chose to pick up the item at our warehouse in Missouri. They were then charged Georgia State Tax and Cobb County Tax. And I have no idea why?

We are based in Missouri and have a physical presence in Missouri, Illinois, and Georgia, so taxes are applied for these three states.

We’ve had other tax issues as well. We have tax exempt customers and they will be charged tax even though in their profile we’ve turned off “Collect Taxes.”

Screenshot shows what I’m talking about. Has anyone seen this?