Too late to change address.
Posting to anything other than address provided by ebay and you have no protection. zonly proof of delivery to ebay address gives any protection.
Members are responsible for keeping address up to date, he should have changed before buying.
Only way you can be safe is to cancel sale reason problem with address and relist for him to buy again.
Seems a lot of bother, but if it is only a low value item, you could take a chance, but if an expensive item then you could lose item and money.