Is it still illegal???

It is true that payday lending is illegal in North Carolina. Thus, none of the payday lenders based there are licensed to operate. If you have taken payday loans from a NC based payday loan company while you were staying here, then you will be liable for paying only the principal balance to them. However, if you've taken out payday loans while you were residing in some other state, then laws of that state will be taken into consideration.

What State were you living in and what are the names of the PDLs? it's possible they're illegal in THAT State as well.

The bigger question as to the legality is whether you notified them that you had moved to NC. In the world of the internet, you location is more or less dictated by what you tell them. If these are legal lenders and you opened a legitimate account, then it is your responsibility to notify them when you move. If they are illegal lenders, the point is moot.