[Defeat]

So I can go ahead and pick an address?

Absolutely.

You've created an account that has no association to you whatsoever so whatever happens with the address, will not be traced/linked to you, personally.

Update: So I tried ordering some items from Costco.com to SE with a VPN on my pc and with the billing address set there but I still got an email later saying the order was cancelled. Later I tried updating my address in my bank account to that of the VPN address but the order still got cancelled when I placed the order again on another account. Why aren't the orders going thru?

Do I also have to use a VCC/VDC with the VPN or something?

I wonder if you just need to give it some time after changing your billing address. I know it's instantly changed on the bank site, but maybe it takes a bit before it's ready to be used.