Did you resolve the issue about the message "A problem with Facebook prevented your activity from being published. Try to republish in a few minutes"?
When you say you went direct to Facebook buisness page to do the Ad directly there do you mean via the link on Shopify>Marketing>Create Campaign
On facebook itself?
Having the same issue...everything is verified, pixel installed, test events are registered on facebok (I can see when I click different things on my website that it's recording activity), but I can not create a retargeting add in Shopify Campaigns.