No, but the question then becomes who's going to stop her. In this scenario if you try and stop her, depending on what the reason is that you have visitation rights in the first place, what is going to happen to you. So in order for her not to go with the girl you have to call the police to make her stay with you.

can exwife leave the state with our daughter on my visitation and holiday?

She's not supposed to, but that doesn't mean she won't. If she does, you need to file for contempt of court against her for withholding the child.

In my state, calling the police won't do any good as this is considered a civil matter and the police are "technically" not supposed to get involved.

My Ex and I have shared custody and if I leave the state for more then just a vacation then he can say I kidnapped my own kids. And same goes for him. I have to get written permission to move out of the city/ County if not he can take me to court.

If there is a court ordered visitation and she does not make the child available to you for that visitation, she is in contempt of court and can be punished by the court.

It might help if you relate the full situation. Such things should be up to compromise. Maybe something has come up and you can trade holidays.