How would and out of state TRO be served? can it be done by regular mail? Why would it go to an old address?

That is kind of strange, because usually a TRO is given only when the parties are living together or have some type of relationship, and clearly you don't if you are living in NY.  I would not be concerned about the TRO, I would simply have absolutely no contact with her.  I mean none.  Do not call her to ask about the TRO, text, e-mail, voicemail, regular mail - NOTHING.  If all she has is an old address and you are not living there, then you haven't been served with any paperwork and you shouldn't worry.  A Certified Mail letter was probably sent there but because you don't live there it could not be delivered.  You say she's an ex-girlfriend, but she threatened you with a TRO last week.  Why?  what contact did you have with her?  Whatever it is or was, you have to stop, because if there is a valid TRO in place, then she can claim you violated it.  Even if later you can prove the TRO wasn't valid, or you didn't get a copy, it can still take time to straighten out so don't do anything that might be interpreted as a violation.