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he sent his September rent and later said he would be out by 10/15/2015 and pro-rate Octobers rent, is that legal?
It is not "illegal" as in a criminal sense, but it would be a breach of contract. So your recourse here would be to immediately file a forcible detainer action against the tenant to pursue a legal eviction against them if you wanted them out.
But if the tenant is there on Oct 1, then they owe for the entire month and you can hold them liable for the full month's rent by deducting it from their deposit or suing them in small claims court under a breach of contract claim.
As an aside, in addition to being an attorney, I have also been a landlord in KY for over 26 years...