Where can I find instructions for filing a change of venue when you are filing a civil action against Cochise Co. in Cochise Co.

It depends on the local rules but typically, if you file a complaint in the wrong county, it stays in that county unless the defense moves to change venue alleging the suit was brought in the wrong county. If the defense has not answered the complaint, the AZ rules of civil procedure may allow you to change venue yourself. In the event the defendant has answered the complaint and left it in the original county, you could arguably move to change venue based on the convenience of the witnesses and the parties. I have sent a link discussing this: http://law.onecle.com/arizona/courts-and-civil-proceedings/ch4.html If you don't find your answer in the link, you should contact a local lawyer for help. You can use the avvo "find a lawyer" tool or do a google search

If you are suing Cochise County you are generally going to have to do so in Cochise County. The place where the plaintiff lives is immaterial. If you are suing Cochise County it is most likely to do with something that happened in Cochise County, so that is where the lawsuit should remain.