Mo. Rev. Stat. § 632.410
Venue for proceedings for involuntary detentions pursuant to the provisions of this chapter shall be in the court having probate jurisdiction in the county in which the mental health program is located wherein the respondent is detained; provided, however, that if the respondent is a resident of this state and makes application for the hearing to be held in his or her county of residence, the court shall order the proceedings, with all papers, files and transcripts of the proceedings, to be transferred to the court having probate jurisdiction in the respondent's county of residence. Once a court has assumed jurisdiction with respect to involuntary detention proceedings, no other court shall assume jurisdiction until the court having prior jurisdiction has transferred jurisdiction and all papers, files, and transcripts. If the court having jurisdiction receives notice that a respondent has been transferred to a mental health program in another county, the court shall transfer jurisdiction, along with all papers, files and transcripts, to the court in the county where the respondent has been transferred.
§ 632.410, RSMo