If you work for a state agency it should be pretty easy to transfer to different department in the state.
You get first shot at any job openings that come up and not every place is going to suck like the one you're at.
Look at the openings for state work and apply for stuff even if you don't think you qualify because most places are hungry for people.
Target is familiar ground, so it seems like a good idea but you have a foothold in a place that could serve you well even though were you currently are at is not good.