Shopify connection is pretty straightforward, there are few things that must be checked if you are not able to connect your store.
1. Your Shopify store must be "online". It means that it shouldn't be protected by a password. To be sure that your store is not behind a restricted home page, go to Preference > Password Protection and uncheck the box.
2. Review your APIs permissions. Here you can find the permissions needed for connection https://help.apidrop.com/en/articles/3121571-obtain-shopify-api-key
3. Use always your xxx.myshopify.com domain. Even if you have a personalized domain like www.mystore.com, APIs work only with xxx.myshopify.com domain.