It's not just Lloyds - this will be an issue with any bank. They are unlikely to agree to send a replacement bank card out to a dodgy sounding overseas address. Ex pats who live/work overseas but continue to use a UK account also have this issue. I came across someone who despite living in Nairobi for many years was told they had to pick up their replacement card from their branch ... in Swindon... eventually after much negotiation it was agreed it could be sent to the British Embassy to be released against production of a passport.
If your card is due to be replaced whilst you're away get a new card issued before you go or arrange for whoever gets your post while you're away to send it out to you (obviously there are risks attached to this - if you have to get it sent to you get it couriered). If it's replaced unexpectedly like the OPs then it is a real pain.
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