US Constitution Article I § 10

Section 10 of the US Constitution places limits on the powers of the individual states.

Clause 1: No state shall enter into any treaty, alliance, or confederation; grant letters of marque and reprisal; coin money; emit bills of credit; make anything but gold and silver coin a tender in payment of debts; pass any bill of attainder, ex post facto law, or law impairing the obligation of contracts, or grant any title of nobility.
Does this clause make the CSA illegal? That would have been a decision of the Supreme Court, as the states seceded before entering into their confederation. The rest of these conditions are also placed upon the federal government, such as the prohibition on granting titles of nobility.

Clause 2: No state shall, without the consent of the Congress, lay any imposts or duties on imports or exports, except what may be absolutely necessary for executing it's inspection laws: and the net produce of all duties and imposts, laid by any state on imports or exports, shall be for the use of the treasury of the United States; and all such laws shall be subject to the revision and control of the Congress.
Yes, your state breaks the law. States (such as my home state Virginia) claim that while you do not have to pay a "sales tax" on items bought online (like books, cigarettes, or guns) you must pay a "use tax" since these items are used in the state. The phrase "by any other name" applies to this.

Clause 3: No state shall, without the consent of Congress, lay any duty of tonnage, keep troops, or ships of war in time of peace, enter into any agreement or compact with another state, or with a foreign power, or engage in war, unless actually invaded, or in such imminent danger as will not admit of delay.
The Federal Gov't is protecting itself from a group of States revolting against its power.