If you are connected to QuickBooks, update the Company Information. That is where AO pulls the address, phone and fax numbers, as well as emails.
Next, update the location in AO. It can be found in the menu Lists and Locations. Double-click your location and change the address, or the specific fields.
In the menu Company, Preferences, and Reports it will show the location that you use for the company address on your reports. Make sure that the box "Use This Address for Company Address" is unchecked before you press OK. By unchecking it, the Company Name will show up on the report. If it is checked you will see the All Orders location name, i.e. HQ.