My castle is level 8 age 4 days and I cannot teleport to another state, although I bought an advance..

You can teleport to another state (as conqueror) at any time using an advanced teleport. This only moves you there for attacking or occupying depending on the active events. Your home province will still be the same and you will have to teleport back again.

To move to a new state permanently you can only do this before you reach level 6 for free, or after you reach level 10 using the province immigration event once it opens for your state, you also need to buy immigration permits to do this.

If you are trying to immigrate to a different state then unless you have a reason to keep this account it may be easier to simply start a new game. Once you start it and before you reach level 6 go to the state that you want to move to and use the 'Change Province' option. Check the How to change province guide for more help with this.