Store Cart Summary in database and store cart details in database are added to both the confirm.php and pp_confirm.php page (the pp_confirm.php page is only used for express checkout and will the the only one if you are only using express checkout).
It should have added shipping fields if you checked that box. That I can't explain, because I haven't seen it happen before, but I'd be happy to run the wizard with you in a screen sharing session if you can reproduce it for me and I'll look into it. (just add a US phone number or Skype contact information in the private area of a response and I'll schedule a screen sharing session with you)
I'm guessing that the change address failure has something to do with the missing fields and a javascript error occurring, so I can look into that with you in the screen sharing session as well.