1. You can definitely start applying for jobs in CA...but to be honest, there are so many job applicants to choose from; unless you are a truly outstanding applicant, most places won't consider your application without your having a CA license. But you can still start making your name and resume known to people.
2. Yes, you can hold two (or more!) state licenses at once, even if you are not working in one (or more) of those states at this time. You would apply for licensure by endorsement into CA. Go to the CA BRN website to find out how to get the process started: Board of Registered Nursing - Licensure by Endorsement
Keep in mind that it can take several weeks to a few months to get CA endorsement, so you should start on it ASAP.
3. Interviews in another state are usually done by telephone; occasionally, they could be done via Skype.
Best of luck!