I really enjoy the easyness connecting Shopify with PostHog using your app! I use a self hosted PostHog instance and PixieHog to connect my Shopify store to it. For the Web Pixel events this already works by using my custom domain as "reverse proxy URL". However, for the PostHog links this workaround is not available. When I understand the PostHog docs correctly setting this field to a custom URL for self hosted instances should be possible. In my opinion it would be really nice to be able to provide just a text input for a custom PostHog URL for users with a self hosted instance.
If you agree but do not find the time for this and are open to external contribution, I could try to figure it out myself and provide a PR.