You can e-file with a Foreign Address, but there are some restrictions.
Here is a TurboTax article with more information: https://ttlc.intuit.com/replies/3301481
Regarding the state and zip, TurboTax asks for this information because the IRS requires it and rejects e-filed forms if the fields are blank. You can try using 99999 as the zip but you will have to enter something for state. It can be a province or the equivalent of a state. If these do not work then you must paper file your return.
Here is how to jump to the section where you can enter the state: