Can DTV holders report their residential address and request a certified address from the nearest immigration office in Thailand?

It's not about nearest office, it's about the office that serves the province you live in. Most immigration offices would have no problem, but very few require a long term visa.

i belive so yes. But depends on each office

Each immigration office has its own quirks and rules regarding issuing Certificated of Residence. Some for example require you to have completed a 90 Day Report while others have been known to issue them as long as a TM30 logged. Recently in Chiang Mai Expat Groups people have said local immigration here will not issue CoR is the visa issued elsewhere. This has caught out some who used agents for a O visa in Bangkok and Chonburi

A TM30 is to be filed by the landlord landowner notifying immigration that there's a foreigner staying at the address, and then in theory you could go ask for a certificate of residence from your local immigration if that's what you're talking about.