You would be correct.
If Shopify can’t get their product to work, they shouldn’t use Cloudflare. It’s like they don’t even know they have the ability to work this out with Cloudflare. Their response that they can’t reach Cloudflare on your behalf is an outright lie because as soon as a previous Cloudflare Partner removes a domain from their Cloudflare setup, Shopify’s next step would be to take over that domain’s Cloudflare configuration on your behalf.