Can I add or fix a customer's saved address from the admin?

Yes. Go to Customers → Manage Customers, open the customer and choose the Addresses tab.

• Click + Add address to add one, or Edit / Delete next to an existing address.
• Full name, Email and Address line 1 are required, plus Pincode, Country, State, City and Phone. Entering the pincode fills in the location where possible.
• Choose an Address type (Home, Work or Other) and a Status.
• Tick Set as default address to make it their default.

Changing a saved address doesn't change an order that has already been placed.