I am also moving before my 3 comes most likely. From California to DFW.
As far as delivery location and taxes, I am sure you will be able to call Tesla once you move and set your delivery location as Colorado and pay taxes according to that. (Unless it's advantageous to you tax-wise to keep delivery in TX and make a trip to get the car)
I have zero idea how that affects priority in line. It will probably heavily depend on what point we are in the process when we move. Anytime before the car is built, and I assume I get thrown into the Midwest bucket from the California bucket. But what if my car is already in production? Do they re-allocate my car to a different California person, and build me a car later when they are doing TX shipments? That's highly possible. Or... do I get to be the first North Texas Model 3 on the road since I was originally a CA car (I would be sorely tempted to wait until the very last minute to inform them of my address change just to see if this would happen

)
Unfortunately, the only way we will find out is by going through the process. i doubt Tesla will have clarity on these types of issues. Be prepared for any moves and changes to affect your delivery date, possibly negatively.