Edit Shipping Address on existing order
Not sure if that works in all cases, but in mine - I managed to enable shipping form this way:


go to Home >> Administration >> Commerce >> Configuration >>
Order types >> Edit [your order type]
(/admin/commerce/config/order-types/[order_type]/edit/form-display)   
select "Manage form display" there
find "Shipments" line there
switch it to Inline entity form - Complex


And instead of autocomplete for shipments I got form with edit button that allows me to change shipping address for order. 

Order display settings screen:


Edit order page shipping block after update: