Interesting. Did you use single quotes to insert an “empty string” ? the bold ones?
order.shipping_address = {‘address1’: ‘’, ‘city’: ‘’, ‘province’: ‘’, ‘zip’: ‘’, ‘country’: ‘’}

This is ShopifyAPI Python lib I use
Name: ShopifyAPI
Version: 12.4.0
Summary: Shopify API for Python
Home-page: https://github.com/Shopify/shopify_python_api
Author: Shopify
Author-email: developers@shopify.com
License: MIT License
Location: /usr/local/lib/python3.6/site-packages
Requires: pyactiveresource, PyJWT, PyYAML, six
However, I think that this is related only to API requirements, not the client library.
But, it’s interesting that shipping_address is not listed as required in API docs (correct me if I am wrong).
On the other hand, if I send “empty strings” it works, even if shipping_address should be checked by Shopify against the address model to ensure that the address is the correct real-world address.