You need to file AR-11 form or AR-11SR within 10 days of change of address. Not sure about consequence of late filing. If you are from middle east countries, you need to file AR-11SR.
After you file AR-11 or AR-11SR, the BCIS computer will reflect your new address. Since You filed I-40 NIW to NSC, it means your intentional employment area will be within jurisdiction of NSC. They might issue RFE to you regarding your intentional employment area.
Good luck.