I've disabled the Facebook integration.
There might be some very difficult workarounds. You can for example change the prizes in the business manager section for the collection on Facebook. However, if you wake up next day or next week they can be synced again and display the wrong prices again.
You might also benefit from a bug that shows the "compared at" price. I think Shopify is so dumb to display that as the price on Facebook. It might be in this case beneficial to you so you can show the price including VAT.
Sorry to disappoint you. I look forward to the day that we have removed Shopify from our business operations. :-D
I had a very long email conversation with shopify support about this big issue for German shop owners (or maybe all EU?) a few weeks ago.
But at the moment there is no way to solve this inside shopify and they are not willing to develop a solution any time soon.
I can not understand it because all the needed data are available inside shopify and it can not be too difficult to modify the facebook sales channel that way.
Instead shopify keep saying it has to be solved on facebooks side, but thats simply not true. (Don't want to go in detail here)
So sorry, no solution...
Also in the UK: https://www.asa.org.uk/news/to-include-or-not-to-include-vat-in-stated-prices.html. In the Netherlands it's definitely illegal. Who knows, maybe a shop owner get sued and will sue Shopify subsequently.
I think a European alternative for Shopify might not be a bad idea. :-)