Do you want the seller to ship your purchase to a different address?
Is the new address in the same* country as your current Paypal address?
If it is, go to your Paypal account and add the 'gift' address. For this purchase you can make it the primary, but be careful to change it back after you pay.
Do this in Paypal NOT eBay, because we sellers are required to ship to the PP address(es) to keep our Seller Protections.
Your eBay address should only be changed if you actually move your residence. It should match your PP primary address, but PP allows for those 'gift' addresses. Christmas, birthdays, weddiings-- it's a simple process.
If your seller is still baffled, she can bill you directly through Paypal's Send Money feature. Then she marks the eBay transaction as paid manually. Don't worry PP Buyer Protection is just as strong as eBay's policy.
*If it isn't there is still a problem.