Would not use a warehouse unless you require to maintain stock at the forwarder. Lot of extra work.
Normal procedure in such a flow is to have your warehouse as the delivery location on the pruchase order and specify with Incoterms where to deliver. DAP (Delivery at place) would cover what you need. Incoterms like DAP, CIF, CPT should all be specified with the place to deliver as additonal information.
Your forwarder would also need to know the final address. Also if shipment is crossing country borders, the documents must show final delivery address.
You would need to enter the address of you forwarder as additional information. There are some options in Odoo to make this entry more efficient. But would require some development or changes with Studio app and perhaps some automatic actions.