Welcome Jay! Ford sold lightnings to all in all states, however, they gave more allocations to the states you mentioned. You very much can own one in Montana; I live in South Dakota.
You need to make a reservation with Ford to order Lightning. Unfortunately for you, Ford took that entire system down last December when they hit 200k reservations as they knew they were years behind at that point. Keep your ears and eyes open for Ford to reopen, but realize, you will have a long wait.