This is Lana from Shopify. I see you're having issues editing an order so I wanted to help you out.
Could you let me know what steps you take to try and edit the address, and what happens when you try to do so? The way you should be able to do it is by clicking into the order, and on the right hand side you will see a section with the customer's info that looks like this:
As you can see where I highlighted on the screenshot, you should be able to edit.
In the case that you have tried the above steps and it still does not work for you, let me know what you do see, and screenshots/further context would be very helpful if possible!