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The Rule relating to changes of venue is posted below. It is very likely that the court denied the change in venue because once venue is set at the beginning of a case, it is often set from then onward. If you read the rule below, you'll note that there is finite time limit to object to venue and perhaps the judge felt the time period was over. (Once venue is set at a court - like at this court from the original order- the court doesn't usually have the ability to transfer it to another court at the same level).
(e) Motion to Change Venue; When Presented; Waiver; Effect of Filing. (1) Except for actions under section (c)(3), (f)(2), or (g) of this Rule, a motion to change venue shall be filed within the time permitted for the filing of motions under the defenses numbered (1) to (4) of section (b) of Rule 12, and if any such motion, or any other motion permitted by Rule 12, is filed within said time, simultaneously therewith. Unless so filed, the right to have venue changed is waived. A motion under sections (c)(3), (f)(2), or (g) of this Rule, shall be filed prior to the time a case is set for trial, or the right to have venue changed on said grounds is waived, unless the court, in its discretion, upon motion filed or of its own motion, finds that a change of venue should be ordered.
(2) If a motion to change venue is filed within the time permitted by section (a) of Rule 12 for the filing of a motion under the defenses numbered (1) to (4) of section (b) of Rule 12, the filing of such motion by a party under the provisions of subsection (1) of this section (e) alters his time to file his responsive pleading as follows: If the motion is overruled the responsive pleading shall be filed within ten days thereafter unless a different time is fixed by the court, and if it is allowed the responsive pleading shall be filed within ten days after the action has been docketed in the court to which the action is removed unless that court fixes a different time.
(3) Except as otherwise provided in an order allowing a motion to change venue, earlier ex parte and other orders affecting an action, or the parties thereto, shall remain in effect, subject to change or modification by order of the court to which the action is removed.