The word that doesn't follow the rules of capitalization in the given sentence is Northeast.
All of the other words follow the rules of capitalization because they are common pronouns and so do not require a capital letter. On the other hand, northwest isn't capitalized when it is a direction on a map or a compass. For example, in the sentence "we will be sailing north for 5 days", north is not supposed to be capitalized. It is capitalized, however, when it is referring to the parts of the country, such as "Pacific West" or "Central Tennessee". So, in "...moving to the Northeast..." it is supposed to be capitalized.
