Insert Into Existing Table Using OpenQuery
Provided that AURORA is a linked server, maybe you could simplify the operation by eliminating the OPENQUERY construct?

INSERT INTO AURORA.testdb.some_schema.address_info (firstname, lastname, address, city, state)
VALUES ('jo', 'bob', '11111 no where drive', 'city1', 'state1');


You might have to set/change some of the connection options on the linked server for this to work properly.

Note that you seem to be missing the schema name or the database name; when you're referencing a linked server, the four-part naming is server.database.schema.object, where you can choose to leave the schema blank to use the default schema (like dbo).