The address you mentioned is (or was) used to pay for WP. See
http://www.ind.homeoffice.gov.uk/workin ... _cost.html?
The WP application form contains two additional lines in the address - 'Heavens Walk, Doncaster Carr'. Does this change the entire address..maybe somebody can comment.
I would try contacting the in-country HSMP team and see what they say about that address. It is better to confirm from HO itself that they access post from the PO Box in the address. I hope that RM have not made a wrong delivery – won’t put it past them.
The only other scenario that I can think of is that the HO have given up that particular PO box and now it is rented by Diners club.