Shipping Rules for more-specific destinations override other rules for more general destinations -- e.g., a rule for a specific country would override rules for All Countries, and a rule for a specific state would override rules for that states country and for All Countries.
If you create a Pickup rule for your state, that would override any other rules you have created for your country or All Countries, so you just need to create another rule for your state that duplicates the 2.25 flat rate rule. Buyers who select your state as their shipping destination would then see a choice of Pickup or 2.25 Flat shipping rates in their cart.
