Transact SQL :: Returning A Response From XML-based Web Service

I'm running into an interesting issue when returning a response from an XML-based web service. The following code returns good values from PRINT

@response
DECLARE @address varchar(50) = '90210'
DECLARE @URL varchar(MAX)
SET @URL = 'https://somewebsite/map.xml?zip=' +
CASE WHEN @Address IS NOT NULL THEN @Address ELSE '' END
SET @URL = REPLACE(@URL, ' ', '+')

[code]...

However, on some calls to the web service, the value returned is longer than 4000 characters. In these instances, it appears as though it breaks the whole thing and returns nothing. However, if I change the @Response parameter to nvarchar(max), it never returns anything, even on responses that are shorter than 4000 characters. what the fundamental difference is here between nvarchar(4000) and nvarchar(max) with respects to how it stores responseText. More importantly, how to get this to return a value even when it exceeds 4,000 characters?