I could eventually connect... Try these steps...
Delete the App and re-add it.
Check if the email mentioned in Facebook Page is working.
Shop Template is active on FB Page.
FB Page with Shop is published.
Go to Incognito Mode and login and start Shopify Shop there and then try to connect facebook.
Hope this helps... Cheers
I'm also facing the same issue, I've cleared my cache, changed browsers even tried incognito but still "No Facebook Page connected".
Apparently it's a thing.
I have basically been told to see if it fixes itself.
To try every now and then if it has fixed itself.
I have spent the last month with both Shopify and FB.
Last email just said they are working to fix it and move on.
I won't be able to sell on FB or Instagram
I tried by adding another person as Admin to my page then into shopify through a seperate login for them.
Still didn't work.
Tried all browsers, incognito, delete reinstall.
It's completely absurd.
Ok I finally got this working.
Here's what I did.
Try and see if this works for you guys.
I attached the screenshot for step 3.