Yes, if you act before the order enters production or packing (that's the cutoff, not "shipped vs not shipped").
Before you pay (order in Needs payment): edit the address yourself before clicking Fulfill. Nothing has gone to the warehouse yet.
After you pay: contact support in chat immediately with the order and the full corrected address exactly as it should appear on the label. We'll try, but changes after payment aren't guaranteed, and once production or packing starts they can't be made.
If address accuracy matters to you, leave Auto-Fulfill off so every order pauses for your review while it's still free to fix.