Once an order is placed, it is locked for processing and can't be canceled or amended in any way. Orders are unable to be canceled and no information within the order can be changed or deleted including the shipping address. Nor can the shipment be sped up, redirected, or returned while in transit. Delivery companies are simply not set up to isolate a single package among the vast number of items they handle.
If an order was made with an incorrect shipping address, it will be sent to that address. Sometimes this happens when there are multiple addresses listed on an account. Fortunately there are steps that can be taken to prevent this from happening in the future.
Once logged in to your ZAGG.com account, click on "Address Book" on the left column.
Under the default billing and shipping addresses will be "Additional Addresses". Be sure to click on "Delete" to get rid of those old and unneeded addresses.