How to state an unfinished PhD on a CV when applying for another PhD?
Just be honest. Don't make up titles for yourself that you haven't actually been granted. "Graduate student at University X" is honest enough. Note that before you are actually accepted your complete history is likely to be known in any case. There are plenty of good reasons for leaving one institution for another. 

The new institution will want to know why you are leaving the old one. If your reasons seem valid then there shouldn't be any issues. A potential advisor will want some assurance that you will be a good person to work with. He/she may even want to learn something from your current advisor if you have one. 

But you needn't put all of that on a CV. 

You do need to account for your time spent in the current situation, of course.