I was able to follow the steps correctly to the best of my knowledge but still no luck. I've also reached out to Facebook and expressed the issues I was having and they've been actively looking into for 2 months and said that they're having a lot of issues with linking to Shopify accounts. The issues have not been resolved on either end.
Thanks for following up with these details.
When you spoke with Facebook support about this, did they suggest any potential troubleshooting that would help?
Equally, did you have a chance to read over the messages in this thread from @ChiragV and @Cherkassy? They both shared some workarounds that helped them resolve this issue, so I recommend trying out the steps they suggested.
Keep me posted on how this goes!