Just to clarify, "lockbox" is kind of an insider term. You are filing with an intake facility. They have a PO box address, but they also have a physical address. Only USPS can deliver to a PO Box. It's called a "lockbox" because it has a number, but you don't walk up to it and open it like a regular little PO Box. Those aren't big enough for the amount of mail they get. If filing from Mexico on paper, use the physical address and DHL, UPS, or FedEX, etc.