To use the headless channel, you have naturally 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 setup for Smootify 2.0 is in Domains.
From the Smootify news archive. Some of it describes Smootify 1.x; see the changelog for what changed since.