This error message could be displayed for a number of reasons. You need to ensure that your locations have the “Fulfill online orders from this location” option checked. If you try and add a product to your cart that is only featured at locations that do not have online orders enabled, then an error will be returned at checkout.
Also make sure that you have eligible shipping options for the regions you’ve added to your shipping zones. If there is no eligible rate for the products in the customer’s cart then they will not be able to select a shipping method at checkout. This may happen, for example, if you have shipping rates based on weight, but the customer’s cart is too heavy or light for any of the shipping rates featured.
If once you’ve checked all of this the error still appears, I would recommend reaching out to Shopify support team directly so you can resolve this directly.