For anyone interested - I managed to get around this by using a custom pixel. I’ve generated the events begin_checkout and add_payment_info through subscribing to the corresponding Shopify analytics events, then pushing the events to gtag.
The important part: set the gtag transport_url first before sending the events like below:
gtag("config", TRACKING_ID, {
transport_url: 'https://www.google-analytics.com'
});
Not a perfect solution, but I’m now getting the events sent to GA4.