We did what you're planning on doing -- residing (or domiciling) in AZ.
Similar to you, we lived in a Lake Havasu RV park but in a park model for several years.
I believe you "automatically" become an AZ resident if you live there 6 months. Anyway, the key is the AZ driver's license. While the form requires a
permanent address, you can also fill in a mailing address which takes care of all government correspondence.
For the driver's license permanent address we used our RV park's address with our park model's space number. We figured if we ever got mail there, it would be rare. We never received mail at the RV park.
Instead we used a local mom & pop mail service that provided a permanent mail box + mail forwarding services when we needed it. Our address looked like this:
John Smith
1234 Havasu Lane #234
Lake Havasu, AZ
This address passed muster with all the financial services (banks, credit card companies, 401ks, etc). However, if you run afoul of the Patriot Act's anti-money laundering requirements that banks, etc must use, then all you need to do is provide them with a "contact" address (see the bottom right column on p. 480
here).
One final piece of advice, I suggest using a tax service for at least your first AZ tax filing.
Have fun!