Where do I update shipping contact in Apple Pay

OK, check these three locations please;

Each card also has an address associated with the account. Please follow this path;

iPhone > Settings > Apple ID (Your Name at top of screen) > Payment & Shipping > tap card to edit > tap Billing address > tap edit (upper right corner of screen) edit necessary changes

iPhone > Settings > Apple ID (Your Name at top of screen) > Payment & Shipping > Shipping Address (edit or delete address

iPhone > Settings > Wallet & Apple Pay > Transaction Defaults (scroll down) > Shipping Address > Edit (upper right corner of screen) > either Enter New Shipping Address, add new address or edit/delete addresses

Are you attempting a transaction or could Apple be getting ready to auto pay a subscription?

Have you update the address on your Me contact in the contacts app?

What are you trying to do when the update address appears? Is your iPhone iOS updated?