How do you change the Apple pay default shipping address for web shopping?

When I tried today to pay online at a merchant website with Apple Pay, it defaults to a shipping address that's no longer valid. I can select a different saved address, but I can't find a way to delete the old shipping address. And when I select the address I want, it does some populating of the website fields but I also have had trouble getting it to take the payment. When I check Apple Pay web site or Apple Pay in the iPhone settings or wallet, it says I have no shipping addresses save (it also indicates these would be for the Apple Store only). I've checked with the credit card company website and can't find any shipping addresses associated with the account. So where are these shipping addresses saved and how do I change them?