That's exactly what happened to me. I live in Maryland but am visiting Utah. I called UPS tonight to inquire about which address my Plus was shipping to and the representative started telling me about the address change. Very cool.
I requested for address change on Monday and I don't know what is going on with the system but they re-routed my phone back to Apple. It landed in Dallas this morning and my phone was supposed to be delivered. Instead I get a message saying direction is needed for the new address and they are returning the shipment back to the sender. This is just ridiculous. I even talked with Apple rep and they told me there was a confusion on the UPS part and they are re-routing the phone back to me. But I just got the scan that it has arrived in Kentuckey. This whole thing is just a nightmare ugh. I really hope your address change works out though. Let me know please!