the nearest embassy? Each country never has more one more embassy. Also the consulate where you apply in the US depends on where you are not the physical distance.
I haven’t seen any reports of accounts being locked because of the address? Your passport doesn’t require an address so I’m not sure what kind of ID you’re talking about except a driving license which is not required to open a bank account. Seems to me you are wasting your time and energy then complaining about it.
My address is correct with immigration and that address isn’t linked to any bank account