The content for Shopify App Embed Blocks are added to the DOM right before the closing </head> and </body> tags. The content added in each place differs, so the symptoms of the issue are different.
Browsers will automatically place a closing </head> tag before the opening <body> tag if it is not present. Similarly, they will place a closing </body> tag before the closing </html> tag if it is missing. However, Shopify adds the app embed block content to the raw theme.liquid code so if either of the </head> or </body> tags are missing then it won’t be able to properly add the app embed block.
Solution
Ensure there is a closing </head> tag immediately before the opening <body> tag in the theme.liquid file. Add the </head> tag if missing.
Ensure there is a closing </body> tag immediately before the closing </html> tag in the theme.liquid file. Add the </body> tag if missing.