Looks like many people are still pending on this issue. I just contacted Stripe directly and they say someone will email me regarding this. Maybe they will give some technical advise. but if shopify natively do not support this, then looks like we need to hire a shopify developer expert to create an APP for this.
Will keep everyone posted here as the story develops.
Hello all! An update here if anyone is still wondering about the same thing as me:
No there is no solution to this at this point in time (March 2021). I have reached out to Stripe and they said that it is something that Shopify needs to work on on their end. This is because Shopify integrates with Stripe at their backend and they have not integrated the FPX payment part. Hopefully Shopify will pick this up and do something about it (if it ever gets their attention). The other option is to hire a Shopify developer to do this.
The easiest thing for us to do is to email Shopify support to request for them to include FPX in their Stripe integration to show that there is indeed a demand for this. I have done this, hopefully you could too.