Neeraj, first of all the subject of your thread should be partner address change issue at delivery order level for better understanding but still i think i've understood your query that whenever you're trying to change partner address in delivery order its becoming blank now here my question is are you doing this for existing outbound deliveries or creating new one to test this.
I've tested this by creating a new delivery order at header level here i've two partners as AG and WE, before doing PGI address details for WE has been changed and delivery order has been saved accordingly. When i went to VBPA Table here i've seen 2 ADRNR's against this delivery one for AG and other for WE now i passed WE-ADRNR to ADRC table and here system is reflecting the changes for address which i've made for the delivery. I'm wondering if for you KNA1-ADRNR is getting mapped over VBPA-ADRNR. Please check this and let me know what's the status in your case.
Try this BAPI_OUTB_DELIVERY_CHANGE in order to change the address details and in case you need further help on this, feel free to ask. Thanks.