Further confirmation from Facebook now confirms that you will need to have a custom domain set up for your ThriveCart account (for example; abc.yourdomain.com).
You can verify the root domain (yourdomain.com) with Facebook.
By verifying your root domain Facebook will track events from that domain and any subdomains of that domain.
Custom domain has been a feature of the Pro license for years and if you’re not a Pro license holder, you can upgrade your account from your Settings > Account-wide settings > Custom domain to unlock and get access to this functionality.
Update June 2022: Removed the original steps and article and emphasis on the above to help prevent any confusion.