Did you work it out or just move on??? these self interested monoliths have no time for the little people.... I have had the same problem, driven me insane... I hate them both...
We created a bug report on Facebook and they ended up sorting it out for us, it does take sometime though.
let us know if there is anything we can help you with right now.
contact us at firstname.lastname@example.org
SOLVED: I had the same problem and took me a while so here are the steps:
SOLUTION: On Facebook Go to Business Manager for the store you want to connect
Go to Business Settings > Accounts > Ad Accounts
It should pop up a page with a blue button " Add an ad account"
All You need here is you admin ad account ID (usually your person ad account)
Add the ID number in and then go back to shopify and connect it.
Hope it helps