I can't map a Shopify collection to a Facebook product set

That's not possible unfortunately since Facebook doesn't have a collection - they only have product sets. You can't map a Shopify collection to a Facebook product set one to one.

Facebook has "product sets" which work in a slightly different way. While there is no straightforward way to map Shopify collections to Facebook product sets, you still have a number of options to achieve a product segmentation that resembles your collection.

Regarding product sets - you can create a product set in your Facebook business manager. A product set is a subset of the products in your catalog. It can be built by applying filter rules in a product catalog - each catalog can have many product sets.

See here for more details: https://developers.facebook.com/docs/marketing-api/reference/product-set#filterrules

In those filter rules, you can create product sets by e.g. availability, product type, vendor, or custom labels.