If you are having issues activating PayPal Express because a security prompt keeps coming up and then going to a PayPal biz signup page then here is the solution.
While on the security prompt page, copy the URL from the address bar.
Once you have completed the Security Prompt and it takes you to the PayPal biz signup page.
Paste the URL that you have copied into the address bar and it will ask for you login details.
After these have been entered it will ask you to grant permission.
Once granted it will add the details to Shopify and all will be complete and PayPal Express will be activated.
Hope this helps.