Are you referring to WC Marketplace?
First of all, you should disable automatic disbursement, as instructed in the admin screens by the plugin. The payment gateway requires that the admin pays commissions manually.
The payment gateway has nothing to do with deposit addresses. Payments are done internally.
Your client was able to change their deposit address using one of the two ways I described above.
However this is not related to the Marketplace. The [wallets_deposit] UI and these deposit addresses are for users who wish to deposit funds to their account. When a user checks out a cart, they can only pay with funds that they have already deposited. These funds are transferred to the admin account that you specify in the WooCommerce gateway admin settings.
with regards