Can we move and get the divorce there after she abandoned us?

Your facts appear to be that one parent and one child have left the former marital home, but you do not say whether they have left Nevada, and now the other wishes to leave to Arizona. Until and unless someone files something, there is no real limitation on who can live where. If any parent or child remains in Nevada, then this will be the "Home State" where any litigation of custody will occur for the next following six months, even if others leave. Once everyone leaves the State, the jurisdictional analysis is more complicated, and you should probably speak to a family law specialist either way.

You cannot remove the two children who live with you from the State of Nevada without either the written permission of your wife or a court order. If you were to move without one of those two things, your wife could sue for custody of the other two children on an emergency basis. You have an even more complex situation in having allowed one of the children to go with her, despite your claims that she is not a good parent. If she took that child out of state, and has been gone more than 6 months, then you have jurisdiction in two different states. Perhaps you can get her to agree to the terms of a divorce in Nevada, including allowing you to move to AZ. Either way, you are going to need to consult with a Nevada attorney in your geographic area.