Federal is the safest bet.
The Missouri Court of Appeals recently ruled that an employee of an
"interstate compact" could not bring claims against the
compact under the state Human Rights Act. Instead, the Court said,
the compact should have been sued under the applicable federal
anti-discrimination laws.
What's an "interstate compact"?
An interstate compact is an agreement between two or more states
that often results in the formation of a government agency that
administers a shared resource, such as public transportation. To
ensure that the political power of individual states doesn't
interfere with federal government supremacy, the Compact Clause of
the U.S. Constitution requires that Congress consent to the
formation of interstate compacts.