How to add shipping address in paypal express checkout

Solution 1:

That's not an express checkout, that is the old HTML payments standard.

You should use the current PayPal Checkout. The best flow obtains the address from PayPal after the user signs in, so they don't have to enter it manually if it's saved in their account. This allows for faster checkouts. You can adjust the total based on the address before capturing. It's also possible to offer different shipping options based on the address chosen.