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Once I get the trust does the trust have to have a location? Can I just get it in my name but have the location be at my fathers house? And if so, can I efile everything and just have my father do the transfers to the trust while im in Japan?
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Efile is currently only available for Form 1 items you will "make" yourself. Forms 4 have to be done on paper, and a trust doesn't have to have an address. Trusts are governed by state law, so you'll need to follow the laws of the state in which it is created.
You can set up a trust with you and your father as trustees. Where the trust is created doesn't really matter.
Items transferred to your trust will need to be picked up from the transferring dealer by a resident of the same state in which the dealer does business, or in your case, your state of residence, or the state in which your permanent duty station is located.
Simplest case is to form the trust in your father's state, and have things transferred to your father's state where he'll be able to get them from a dealer as a trustee, and you'll be able to use the trust's NFA items when you're home. When you move, you'll need to leave the items somewhere legal if you're going to a non-NFA location, or file permanent 5320.20s to take them with you if you're going somewhere you can legally possess the NFA items.