Have you submitted your web GTM container? In shopify checkout, tag don’t fire if you don’t submit the changed in web GTM.
Also I’d recommend you to set event parameters manually instead of using ‘Send Ecommerce Data’ option. You can use it if your datalayer schema is following GA4 schema. Personally I set up event parameters manually.
Due to Shopify sandbox limitations, the preview doesn’t work there, you can’t view the tagging work there. So the only option is to publish a web container and check in network whether your events are sent to your sGTM subdomain.
A bit more is described here: How to use the Stape app for setting up Shopify server-side tagging
If you see that a GA event works but is not sent to the sGTM but directly to the GA this is usually one of two reasons:
а) GA4 event tag triggers before google tag, so the problem is in the triggers.
b) gtag is announced several times (e.g. via Google app in Shopify). This causes the gtag settings you have in GTM to be overwritten.
Effectively I think it was an issue with consent in checkout, so we rolled to a new CMP that uses shopify consent API and then used the new consent option in the app, which seems to have done the trick.