What are we supposed to do when people from another state find a loophole to come to our state and..

You should report his to the developers using the in game help system. See How to get help in the game for more details.

I'm assuming you're talking about the migrating for other players and alliances to move over to other states to start fresh with stronger alliances. It isn't a loophole if the game designed it that way. If they did migrate, then you probably can too, which if you guys are just getting hammered then maybe you should start working more as a state than just an alliance or a few friendly alliances. My state is pretty much all as a team. We don't attack each other cause we'll get destroyed during SVS and it just makes some players quit the game faster being attacked constantly.

There's not a ton you can do if you're a low level. maybe try migrating to another state and or if it is svs and they're just in your state to attack for points then it won't last long, only for the 2 day weekend. But you can also try migrating to a stronger state if you're able to. join a strong alliance and work as a state to help each other out.