Due to Shopify's policy, the Session metrics (Cart Sessions, Checkout Sessions, Purchase Sessions, View Sessions, and Quantity Added To Cart) are only refreshed once a week, on Monday. This is why you will not see data populate if you are look at this week's date range.
Additionally, the Session data might not be available to you in the Shopify app if you are not on the Shopify Plus plan, but they should be available in Polar with Shopify API. We would like to remind you, that as with all the metrics available in Polar, the Sessions metrics from Shopify are limited to what is available in the API of the source platform.