I have the same problem. Paypal will simply not allow you to change the shipping address. It was cute how a paypal employee tried to help on the forum but unfortunately just passed the buck. There is no need to be dishonest. The fact is, you are not allowed to put an alternative shipping address to another country for paypal and the paypal system locks this ability but disallowing the user to change the country. There is no option, My country is set to United States and there is no drop down menu that exists that allows me to change this. Maybe in 2015 I am hoping this fundamental upgrade happens.
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