Are you doing something like

{ SET A1 { ADDRESSBLOCK } }

or using individual fields

{ SET S11 { MERGEFIELD street1 }
}{ SET S12 { MERGEFIELD street2 }
}{ SET C1 { MERGEFIELD city }
}

etc.?

I haven't checked, but if you are using the former approach and it doesn't
work, you are unlikely to be able to do anything about it except use the
latter approach. If you use the latter approach, you will probably have to
deal with empty REF fields yourself, e.g. (assuming you always have
something in S11 but not necessarily in S12)

{ REF S1 }
{ IF { REF S2 } = "" "" "{ REF S2 }
" }{ REF C1 }

i.e. there needs to be a new paragraph just before that last double quote.