Support can't help so I think its a bug. My addresses are all correct on the finance tab but the email that is sent to domestic customers when I buy postage says an old home address. I've not lived there for two years and as its not my address, I worry about the data legalities of using somebody else's home address.
You may also need to update your personal address under your user name, account settings, addresses.
You mention you have updated the address in the finances tab but have you updated the ships from address in shipping settings?
Shop manager > settings >shipping settings then click the 'shipping label options' tab up top. Update your ships from address there and scroll all the way to bottom and click 'Save preferences'.
Shipping settings need to be updated too