Also, I feel a little better about the cock up over the address. I checked the web page and it was a completely different address to the one I'd sent it to, so at some point the magazine must have moved. I know I re-used an address that was correct in the past. I'm also sure I double-checked it on the web page before sending it off, but perhaps someone was slow in updating the web page? You'd think they'd have organised a re-direction, but perhaps it's a lot more difficult and expensive to do in the US than in the UK.
If the story comes back from Interzone, it can go to F&SF next. I still have an International Reply Coupon and self-addressed envelope which was returned to me unused.