Hi Valibhav,
A dropshipper will always ship to the address you give them, of course most people give them the customer's address to save on double handling and the extra expense, but if you want them to send the product to you, then all you have to do is give them your address as the customer.
Regarding taxes, different countries have different taxes and it's impossible as a retailer for you to calculate that in your price. So what you should do is to always make a note customers in your listing that any taxes incurred on delivery on their responsibility, that way there are no nasty surprises.
In regards to shipping to their door, you would need to ask your supplier if they can ship via courier where required, Of course if they agree to, then that will be at your expense, so you would need to pass that cost onto the customer.