I was awarded joint Cust when my son was living in PA and I lived in NC. Since then my son and his mom lives in the same area that I'm in. Do I need to get a change of venue from the PA Court or do I need to certify a copy of the court order that I have and bring it to the NC Court?

No, you need to file a motion, in the Pennsylvania case, for a change to the order.

Either that, or file a brand-new case in North Carolina, and be prepared to convince the North Carolina court that it has jurisdiction under the Uniform Child Custody Jurisdiction and Enforcement Act, because all parties now live in that state. It would have nothing to do with a "change of venue"; that would be for changing venue from one place in a state to another place in the same state, not from one state to another.

Since all parties are now in NC, I would file a new case in NC asking them to take jurisdiction.

North Carolina will honor the order from Pa. There is no need to do anything unless you want to make changes to it. The order as it stands still has the full force and credit of the law behind it.