Sending to a different address than eBay provided and using your own label not the one sent via Special Delivery process you could not be more open to Less protection as a seller.
No valid tracking and sellers must Only send to the name and address eBay provide on the delivery details on the order.
As suggested. cancel the sale citing Problem with Buyer's address, inform the buyer the reason and that they must change their address ( there are 5 to update) on their eBay account before buying from you again. Remind them they can also check / amend the delivery address at eBay checkout on the right hand side, Before they pay.
@kevinpat1