Thanks for reaching out to MailChimp Support today. I would be happy to help you connect your MailChimp and Shopify account. In order to proceed, I'm going to need a bit more information to make sure everything is running correctly on the Shopify side of things. Could you reply back with the exact username of your MailChimp account so I can take a closer look at what's going on?
Additionally, I wanted to include our guide for setting up MailChimp with Shopify incase you'd like to check it out to see our recommended steps for setting things up properly:
Use MailChimp for Shopify: http://eepurl.com/bs-hLj
Once I have that username, I'll be able to ensure the API Key is set up correctly as well as check for any other possible causes of things happening. Just to let you know, we support agents are only experts with the MailChimp app, and if the problem is occurring on Shopify's side, it might be necessary to reach out to their support team. That said, I want to do everything I can to see what we can do to help you resolve this.
I'll keep an eye out for your email and look forward to hearing back from you soon!
Thank you,
Jay