How to change an address field that says "There is data for this field in the database. The field settings can no longer be changed."? How to change an address field that says "There is data for this field in the database. The field settings can no longer be changed."?

I want to add a "Company" field as part of the address. I don't want to ditch all existing address data. I don't want to create a separate field.
The message you see is for the settings of an existing field name "Adresse".  It tells you that you can no longer change its field settings.

There is nothing that prevents you from adding a new field named "Company" to the content type. Just go to the "Manage fields" tab for the content type, fill in the "Label" (i.e. Company) and other settings for the new field, click "Add new field" and then "Save".