If at the point of your live application you don't have a valid document for your proof of address, you can submit it later. Proof of address has to be verified at the time of your withdraw. Thus, it doesn't have to be submitted with your Live account application.
If there is no valid proof of address available under your name, you may submit a secondary photo ID, such as a copy of your Passport or Driving License or National ID which has not been used already for the purpose of your identification. One of these documents must have your residential address details.
However, it is important to note that if you don't have valid proof of address you won't be able to submit your withdrawal request.