I had a similar situation. The eBay buyer's location was in Texas, and they paid the US shipping rate. Yet the PayPal address info for them said Mexico.
Was it intentional...who knows? I didn't address or accuse that, but here's how I solved it:
1. Pulled up the 'your item sold' email notice from eBay, and copied the address shown for the buyer (Texas in this case).
2. Pulled up the PayPal info and the delivery address shown (Mexico).
3. Sent buyer a message through eBay (not email to email). I explained that eBay's info said the TX address (and I included the actual address), but PayPal's showed the Mexico address (which I also included). Also that the shipping rate paid was based on the US one, and if they wanted Mexico, it would $XX.XX higher.
4. Received answer from buyer saying send to the Texas one.
5. I responded w/thanks, and also detailed the steps for them to separately update their address in both PayPal and eBay. (you could do that in step #3 if you prefer). Buyers have thanked me for that before, since they forgot to update an address or didn't know how.
6. Kept it all courteous and thankful, etc. Yes, that was a challenge at the beginning, haha, but this has worked a number of times for me.