I had all the same issues all of you had and solved it. Me and another user had 'Admin' privileges in the business manager, yet Shopify said I did not. Here is what worked.
I solved this issue by reconfirming that I was an 'admin' for the facebook page. I found instead I was a 'job manager'.
How did I become a 'job manager' instead of an 'admin' when I created the page, was because I selected in 'facebook business manager' extra permissions for the page which included 'job manager'. ' This changed my status.
Here is a screen shot.
Thank you so much for this post and the pictures to follow along. I have been trying for 2 days to fond answers about this... and your post is the ONLY thing that actually worked. Thank you so much.