Welcome to the forum
Okay, right now, even without priority, visas are being processed in about 1 week or so, so I would still submit your application now and see what happens. You only have 5 days from biometrics to mail it to Sheffield.
As you found, St. Louis have nothing to do with the visa - they are US immigration doing UKVI a favour by letting you go there for biometrics and photo. Unfortunately once you attend biometrics you cannot get a refund on the visa application fee - so you will lose all the visa fees if you abandon the application now... though you would get a refund of the £600 IHS surcharge
VFS global are just a website - they are UKVI's commercial partner and handle payment of services offered by UKVI. That's it. They have nothing to do with you actual application. The courier service and priority service are offered by UKVI in Sheffield.
Although you could try to get a refund for the incorrect shipping label. How are you shipping it instead? I'd use DHL or UPS only and pay for the outbound shipping, then set up an online account with them and include your online account number with the documents so Sheffield and charge your account for the return shipping.
Also, you really should not purchase any flights or anything until your visa has been processed and you have it in your hands... because what happens if it's refused and you cannot move to the UK at all? If you have, then you have, but I hope you weren't told to book them by 1st contact, as that would have been bad advice from them.
How exactly are you paying for rent in London? It's illegal for you to be on a lease until you have a visa - unless your spouse is the only one on the lease and you have a letter from the landlord giving you permission to live there when you arrive.
Just want to check, just in case you have been given any wrong information, that you have the following:
-completed printed online application
- completed VAF4a Appendix 2 form
- accommodation evidence
- every single required document for the financial requirement (which category are you applying under?
- evidence of your relationship
- sponsor's passport copy
- sponsor's letter of confirmation
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