Domains configuration
Configure correctly your domains
To use the headless channel, you have to setup a different domain on Shopify. If you attach both domains to Shopify and to Webflow, the checkout will not work, since the page would be intercepted by the Webflow hosting, so be sure to attach the main domain only on Webflow, and use a subdomain like store.domain.tld for Shopify.
The domain configuration depends exclusively by the domain provider you used but be sure to:
Attach the main domain to Webflow
The main domain like www.mysite.tld must be connected only and exclusively to Webflow. Be sure to use www as the default one in Webflow since most common domain registrant do not support CNAME flattening, ALIAS or ANAME records.
Detach the main domain from Shopify
If your main domain (e.g: www.mysite.tld) was previously attached to Shopify, you must detach it, otherwise your Checkout will not work since the url will be intercepted by Webflow server.
Attach a subdomain on Shopify
Even if you can actually leave the default .myshopify.com url to effectively use correctly the Checkout, is better for customers trust to see the checkout on an url that belongs to your domain.
Is adviced to use though a subdomain on your Shopify store like store.mystore.com