There are three addresses associated with a shipping label.
1. The Origin Warehouse or From Address uses the address of the warehouse where an order is shipped out from and is selected in the ship screen when fulfilling orders.
2. Return - The address that orders should be returned to. This can be changed in your store's settings.
3. Destination - The customer's address shown on the order.
Note: Depending on your carrier, some labels "ship from zip code" may come from this address. Additionally, not all carriers listen to what we send them for these, and your carrier may OVERRIDE these addresses. Many "endicia" or "stamps.com" users find the origin address is locked on their accounts, and must reach out to those carriers to update their origin address across the board.
How to override the from address using shipping rules
In some cases, you may need to create a shipping label with a different from address, such as creating a return label to a warehouse in another country. This can be handled with by enabling a rule that overrides the from address.
In general, for non-US businesses that have a US fulfillment warehouse and prefer the US location as their default warehouse (to ship out of and return to), it's best to enable a shipping rule that sets the origin warehouse, from address, and the return address.