Thanks a lot for your response!
Will that be fine if I put my address in China as the "Physical address" in I-824 while I'm actually living in 第三國 when I file I-824?
By the way, after my I-824 is approved and I receive the package 3 (or further instructions) to ask me to send the required documents to NVC, can I just pause the process by delaying sending the documents? I want to add my wife and child to the consular processing and then send the required documents.