This issue is with Ubercart 5.x-1.7. We are selling both downloadable videos and DVDs, therefore some orders have a shipping address and others do not. The shipping address block is enabled for the checkout page, but not displayed if the order has only downloadable items.
When reviewing a completed order (on a page such as "admin/store/orders/10") with no items to be shipped, the shipping address block is displayed as follows:
Ship to:
, WRX
This is the key issue:
If there is no shipping associated with an order, and the shipping block is enabled, Ubercart is still storing "840" in the delivery_country field, and "0" in the delivery_zone field in the uc_orders table. If you look in the uc_countries table, 840 is the United States. If you look in the uc_zones table, 0 is Wrexham (WRX).
This is not the right way to handle this. Regardless of whether or not the shipping pane is enabled on the checkout page, nothing should be stored in the delivery fields in uc_orders if the order does not have shippable items.