As you can see, the only thing that wasn't connected is the Facebook marketing. Could it have been that issue?
From what I can see in your screenshots, it seems like not setting up the Facebook Marketing is causing the error message.
I just want to make sure, have you tried to connect the Facebook Marketing and this is the error message then or is this showing up because you haven't connected it? Is there a reason you don't want to add it? Shopify has a help guide here which goes into detail on setting up the Facebook sales channel. Can you add the Facebook Marketing account and see if it works then without an error message and let me know?