Pirate Ship will import any Unshipped orders from your Etsy store.
If an order isn't showing up in Pirate Ship, it's probably already been marked as Shipped in Etsy.
Unfortunately, Etsy doesn't allow you to edit addresses after an order is placed. If you need to ship to a different address, you'll have to create the label manually in Pirate Ship using the Create a Single Label page, and then mark the order as Shipped manually in Etsy.
If you're having any trouble just let us know on the chat, we're here to help!