Try to make this as short as possible for you.

I moved to another state. But before I could switch drivers license, it was lost in the move. But when I contacted my old dmv, they said I had to come in for a new picture as it was due. I explained I was 3000 miles away but the girl didn't have any answers.

The new dmv says they cant issue me a state license here without a physical copy of my previous state.

So what do I do?

Is it possible for me to just apply for a license here and go through the written and road test again?

You should be able to do so. You should report your old license lost or stolen with the police. After that you should be able to take a new test.