So I followed Richard's advice and the good news is that I'm getting a lot of originally "missing" data back from the server.
My event match quality however isn't great for PageView, View content, Add to cart and Initiate checkout (all between 4.6 and 4.8 out of 10).
The Purchase event has a match quality of 7.8/10 but I'm guessing it's better off than the rest of the events just because it has such low volume on a daily basis anyway.
The main reason why I'm mainly getting low scores is apparently due to a poor level of Click ID (fbc) being reported. Not sure how I can address this, I've been looking it up and cannot find a solution just yet.
As of today the performance of our campaigns has significantly improved. There's potentially the back-the-school effect playing in our favour, but looking at pixel-based conversions volume vs Shopify orders vs GA360 transactions it is clear that our campaigns are reporting many more conversions than before vs Shopify and GA360 when it used to be the other way around.
Looking at Events Manager in Facebook Ads, the Purchase event has a score of 7.6/10. There's an 89% overlap between the pixel and the CAPI data, so we're getting an extra 11% conversions from using a browser+server approach which makes a huge difference for businesses with smaller budgets and sales volumes.
I indeed reverted back to Standard for 24h and then went back to Maximum. Some warnings disappeared, and we ignored the others.
I also made sure that in Facebook Ads the advanced matching feature was ON and that at least External ID was ON. A colleague had deactivated everything by mistake and this had caused several warnings to pop up again.