No problem in this if you are applying for state quota in odisha because you permanent resident and you have domicile certificate but if you are also seeking for the OBC reservation then their might be possibility of problem. State government notify his citizens in OBC category/General Category/ST/SC. It might be possible you are in OBC in West Bengal and in some other category in Odisha.

If you were just born in West Bengal but have studied in Orissa and have domicile certificate from Orissa, then you can attend Orissa State NEET Counselling alone. You will not be eligible for West Bengal State Counselling because to be eligible for West Bengal NEET Counselling, you should have been a resident of the State West Bengal for atleast 10 years. But according to https://medicine.careers360.com/articles/odisha-mbbs-admission you need to hold the domicile of Orissa to be eligible to participate in its State NEET Counselling. As you already hold Orissa's domicile, you are eligible for Orissa's State Counselling and there is no problem in that.