Actually, you'd be wrong... (surprised me too)
I emailed with John on Friday - believe it or not the address doesn't matter when it comes to the trust. If my brother was to "manufacture" an SBR on a Form 1 the engraving would be ____ Arms Trust, ______, OH. Then the Form 1 would have his signature (digital) as the trustee. The SBR is "registered" in the state where it was manufactured - Ohio in this case.
No Form 20 needed unless it leaves Ohio to come visit its cousins in VA. :P