Up until now, I've had the same issue. Here's how I have been able to achieve the checkout page tracking in analytics:
In shopify, go to Online Store -> Preferences. Here you can add the code snippet for Google Analytics.
I'm not sure if that is enough though, since I have done a few extra steps: Next: add additional java script and paste your Google Tag Manager code. Check the box for "Use enhanced ecommerce" and make sure to save it.