Is this on the address sent to you from eBay, on the order details?
Look at the buyer's profile is this their first purchase, perhaps send them a message asking what this ' do not send to this address' means.
End of the day if there is no reply, I'd be tempted to cancel the order citing Problem with Buyer's Address, and block them from returning.
https://www.ebay.co.uk/bmgt/BuyerBlock?
@hpvichi
