One thing you can try, and you really need to test this well as I have not tested it under all conditions ...
Customize the order.php class file and around line 434, change the code to read:
Code:
if (stristr($_SESSION['shipping']['id'], 'storepickup') == TRUE) {
$taxRates = zen_get_multiple_tax_rates($products[$i]['tax_class_id'], STORE_COUNTRY, STORE_ZONE);
} else {
$taxRates = zen_get_multiple_tax_rates($products[$i]['tax_class_id'], $tax_address->fields['entry_country_id'], $tax_address->fields['entry_zone_id']);
}
What this should do is when the Shipping Module for Store Pickup is selected it will use the Store Address for the Taxes ...
But check that this method does not cause issues on anything else regarding taxes ...