I have found several cases where mkgmap complains no road is found for a given address but there's a pedestrian highway with the correct name next to the address nodes/ways. See for example: 5114002.o5m: found no plausible road for address Plaza de los Bermejales 3(0) http://www.openstreetmap.org/node/2534468261 5114002.o5m: found no plausible road for address Plaza de los Bermejales 3(0) http://www.openstreetmap.org/way/246230812 5114002.o5m: found no plausible road for address Plaza de los Bermejales 6(0) http://www.openstreetmap.org/way/246232406 5114002.o5m: found no plausible road for address Plaza de los Bermejales 7(0) http://www.openstreetmap.org/way/246232873 5114002.o5m: found no plausible road for address Plaza de los Bermejales 9(0) http://www.openstreetmap.org/way/246233710 and way 110145380