You can use any address you like. It's not like the embassy staff look for every address on the map. For soft power, the main things they will check are the legitimacy of your gym and your financial statements.
In addition to the arrival stamp, you need to submit at least a hotel booking to prove your location. So you need to apply to the embassy that serves the location you are showing as proof. They sometimes ask for more info like a selfie with the hotel's name or a boarding pass or a screenshot of your google maps.
As for finding out which place falls under which embassy's jurisdiction, as soon as you choose Vietnam in the system, you will see a pop up window with the names of city and places (in red) which fall under which embassy. Da Nang for e.g, falls under HCMC jurisdiction.
Yeah, I think the IO felt that she needed to ask something. I was giving her everything I've got cause my passport pages are not very "clean" 😅. Next time I'll be more confident.
I have a Burmese friend (DTV holder) who did a border run to Vientiane last month. When she came back in through the land border gate, she was sent to a room and questioned by a "supervisor" IO on what she's gonna do, where she lives, how long she's gonna stay in Thailand. She didn't have to show any documents or bank accounts and finally let through into Thailand but she had to wait for about an hour to be questioned by this "supervisor".
At least for the burmese, the Nong Khai-Vientiane land border is getting stricter.