I'm having the same issue.
The Facebook app says the pixel is connected and that CAPI is active with no diagnostics issues. But all I'm seeing on the Events Manager is "Your pixel has not received ay event data yet".
Yesterday I had the issue saying the Pixel and CAPI weren't connected properly. This morning that error was gone, but the pixel is no longer reporting data.
At the same time performance has taken a nosedive. No idea what's going on.