Do not post to this new address, as you will lose all seller protection.
Inform your buyer that eBay recommend only posting to the name and address provided on the order details.
If they want it sent elsewhere, you'll need to cancel the order which will refund them. You will relist the item as a Buy it Now item for the price reached at auction, and they must prior to buying, change their address on their account, or they can do this at eBay checkout before paying.
You then cancel the order citing Problem with Buyer's address, this will not affect your selling performance.
One tip, if you proceed with the above, make sure you make it very, very clear in your eBay messages, that in cancelling, you Are going to relist it on eBay for this buyer to buy again. Make sure it's not looking like an off eBay sale.
@nico2225_ezcuzafkjb