Do not post the item to a different address to that eBay have given you on the delivery address on the order details. If you change the address, ( it's not your job to do this) you invalidate your seller protection should the item become lost in the post.
Send the buyer a polite message to explain this, and the best way forward would be to cancel the sale which refunds the buyer. They need to change the address on their eBay account, and to double check at eBay checkout left hand side that the delivery address is correct before paying, if not, it can be changed then and there.
Should you wish to relist the item for them to buy this from you again, your choice.
Personally, this member strikes me as being troublesome insisting you pay for postage change their address etc. I would cancel the sale citing Problem with Buyer's Address. This fully refunds them and your seller performance is not affected.
Then I would block them from returning, add their ID here:
https://www.ebay.co.uk/bmgt/BuyerBlock?
@chal-6000