Is there a way to customise the column headers in the Address section on a Customer record? For example if I wanted to put something instead of

DEFAULT SHIPPING

?

Since there's not a a customize button on this sublist I'm pretty sure the answer is no. If you wanted to head way outside the box, you might be able to achieve this with a custom translation. Pretty sure this just does a find+replace across UI labels, so I think it should hit this sublist too. Never tried this though, so no guarantees.