Hi @nic,
Yes, we managed to check on plugin code - it will throw an error in case the field is empty, this is based on PayPal docs as well, unfortunately.
But you can try to leave it an empty JSON object something like:
{
"shipping_address" : ""
}
Or
{
"":""
}
And even if you leave a complete object:
You can still subscribe without a shipping address for digital products, because there is a field where you indicate the Shipping type as shown above, and it’s value should be NO_SHIPPING. We have set an example in our demo app:
Where you can set a dropdown for your product to be digital, and select no shipping. This field can be set as a static value on your side perhaps, and give it a try in case you want to promote digital products only.
Of course it is possible. You just need to place your sandbox keys in Plugins tab, and test it out. Here is example of our demo app:

Demo link.
Editor link.
Plugin docs link.
Hope it helps!