On my "Here's your order confirmation" email from ebay I have it lists the correct address.  Is it possible for the sellers "'your item has sold'" email to displayed a different address?  In which case is it some ebay bug?

I doubt it but it's possible. In addition to what kope said about the primary eBay shipping address, also check what your primary shipping address is with PayPal. It's listed in Profile > Add or Edit Shipping Address. My correct shipping address is listed as Home (first on the list and is connected to my payment method.)

If your old addresses are listed there, you might want to just delete them and have one single address listed in both eBay and PayPal.