Hi @Barbara_P , I spent a bunch of time on the phone with Shopify yesterday to clear this up for our own store. The issue turned out to be that the location I wanted to deactivate was associated with our Shipping Settings. The option the CS person suggested was to build a brand new shipping profile using the new address (manually, there's no way to duplicate a shipping profile), then delete the old one.
Our shipping profile was complicated, and would have been tedious to replicate, so I ended up just editing the original Location (the one that couldn't be deactivated) so that the address, etc. matched, then deactivated the new Location instead. We had already fully moved to the new location at that point, so that was an option for us.
What was the actual solution to this problem?
The issue was finally resolved via email communication with Shopify Guru Dirk. Dirk requested some info, he then made some configuration, which I don't know, and immediately a "Deactivate location" button showed up in the Location Settings and so I managed to deactivate the location I didn't want anymore.
Duh why didn't I think to change the location of the first store? Don't delete all your products like I did trying to figure this out. When we first set up our store the person that opened our Shopify account used the wrong address. It was close to our actual address, but wasn't our actual store so when I went to update shipping preferences it said we were shipping from the wrong address so I added the correct address then discovered I couldn't delete the original. After searching for a couple hours I finally landed here. So just as @mcneill was saying just edit the existing address to the location you want and deactivate the one you created.