I'm creating an app through the Partners Dashboard and on the App setup page, there is a section titled URLs with a description of "Shopify merchants access your app through the URLs you specify here.". Two required fields are there: "App URL" and "Allowed redirection URL(s)".
What needs to go in those fields? I don't have a URL for the app because I've just started working on it.
Your app URL would be your local development URL.
The allowed redirection URL is a whitelisted callback URL, which usually takes the form of, for example yourdevhost/auth/callback which is used when you generate API Credentials(docs).
OK - considering the point you wish to develop that type of functionality I can infer that you are proposing to use our Unity SDK(docs) - for this, you just need a Private App, to make requests to the Storefront API. That's a different route than the one you'd been taking as you'd been setting up a public/custom app.
Good question - though it's well documented that Shopify has used the Unreal Engine to present AR/VR options to customers, alas no, there isn't an Unreal engine centric Shopify SDK that's been released just yet. The closest thing would be the Unity Buy SDK right now. I'll mention this ask internally though!