How to counsel a soldier who failed to be at their approved leave address? What regulation should I reference?

You understand that they aren't required to be physically present at that address at all times right? A lot of times people will give a hotel address, but will be traveling around. There's nothing wrong with that at all. They're off duty. On leave. So long as they aren't going into off limits establishments, they can go where they please.
I appreciate your enthusiasm, but you're being a bit overzealous on this one.

The leave address is not what's approved, the leave dates and type are what's approved. That Soldier can fly to the other side of the country if they want without being in violation of leave unless your unit has specific mileage policies in place for leave.
Now, if he intentionally misled his leadership for a nefarious purpose, that gets to be more subjective and situation based. But, if the police haven't contacted you, there's not much to do as far as punitive action.
What you can do is counsel him on the importance of being in the location he said he would be in case of recall. That's nothing punitive, just informative.

You have no luck because the Soldier doesn't have to be present at that address for their duration of Regular leave. Not even for bed rest while on convalescent leave. The leave address serves as point of contact that the Soldier can be reached at for recalls to duty.
Your post is a little vague for any of us to offer any real advice. Why are you pestering the troop when they are on leave anyways?