Hi there @GrantDB!
Don here from Shopify. :)
I can confirm for you that Shopify Payments will be using 3D secure in order to comply with PSD2 regulation.
You don't need to set this up or activate anything on your end, and how this will appear to the customer will depend on their bank or card provider.
Any orders completed in this fashion will have a card in the order page on the right side called '3D Secure Authentication' which looks like this:
I trust that clears up this feature a little for you, but do let us know if you have any other questions here at any time!
@Don have you seen the following thread ? As a Shopify staff member, I'm interested to know your views on this situation regarding 3D Secure: