I contacted shopify support aswell as google ads support.
Google ads did their best to help me (shopify couldn't much help despite advising me to pay 50$ an expert lol), I had many live screen sharings with a google coder from india that guided me to set up the script and everything. what a mess!
We tried everything: to write the code in the google analytics settings in shopify, in checkout additional scripts, with google tag manager too, did tons of test purchases and it didn't work.
Now it seems like we just found a solution via google analytics: my conversions are now tracked from analytics to google ads and the conversions action in google ads account should be recording in the next 24/48h.
I asked if I will have accurate conversions tracking for every specific keywords, ad groups and everything and she said yes. So I cross the fingers and I hope this time it will work.
The google coder told me that because of the new version of shopify it is not possible to track anymore with google keywords with the script (if you change it). You need to have "shopify plus" to be able to change the script inside the checkout core code ("shopify plus" requires a higher amount of sales that I have right now, a lot higher).
So it is like once you put an additional google purchase script inside shopify checkout settings you can not change it, very strange.
Have you heard about that? the coder told me other people had problems with this new version of shopify.