That sound exactly the same as my issue. Have you tried that process with myshopify.com domain too? I got an error when the first time I tried to authenticate it with Facebook, but just tried it again and got verified so I’ll request another review with that domain as the primary.
And In case If you haven’t changed the Facebook page template to the Shopping template, It’d be worth trying (Apparently it’s one of the requirement to get approved from Instagram)