As a buyer when you click on pay now you go to the checkout page. At the top left is the delivery address, check that is correct and if it is not just change it. Once you complete checkout that is the address that will appear both in the Paypal transaction and on the seller's ebay page.

As a seller you should ignore the 'your item has sold' email. That could be showing any address, I have about six delivery addresses spread over two countries and whichever one I last used may be showing.

Always use the address that is showing in Paypal, if you use click & send it is even easier as the Paypal address will be automatically input. For bank deposit items check the address showing in the view order details or Selling Manager, if the buyer has paid without completing checkout then they will have to accept it is their fault if it goes to the wrong address, they have no buyer protection anyway although I would always resend if they completed checkout with the correct addeess or refund if it was returned to me.