Hi there! So we have created 3 stores powered by Shopify in the backend & Next.js on the front-end. We run Search & Social ads so our issue is that all purchases source & medium are going to direct/none in Google Analytics 4 when we know they are coming from paid traffic.
I have had the same issue, and they wouldn't help either. I setup Google Tag Manager manually. And then I have a custom app using the Webhook order/create to send event back to GTM. Apparently the new pixels they have, are supposed to be supported in Headless, soon and that will solve big issues, that was my solution for now.