Thanks for your patience while I typed up my response!
Since being out of state is in violation of the terms of your probation, I do not recommend calling your probation officer to let them know.
Doing that would amount to admitting guilt to a violation of your probation, which could then land you in some trouble and even result in having your probation revoked and sentenced to possible jail time.
That being said, it is great that you are being proactive about being in the rehabilitation program and getting the help you need. I don't presume that the court would object to you being transferred into that program.
My recommendation would be to have your attorney file a Motion with the court requesting permission to go into the out of state rehabilitation program, and be sure to list the reasons why the out of state program is the best fit for you (as opposed to one in state).
Of course, I am not advocating for lying to the court, as that could amount to perjury or contempt of court, but hopefully that will not become an issue, and your Motion can just be granted without any further questioning.
I hope that helps! Please let me know if you have any other questions. Also, please take a moment to kindly rate me using 3 stars or more, as this is the only way experts are compensated for our time here on 'just answer'. I do not receive a salary here, and am only compensated for my time after you leave me a positive rating. The question won't close after you rate me, so you can still ask any follow-up questions you might have. Thanks so much, I appreciate it!