Based on the standard state level sales tax rates for each U.S. state, Delaware (DE) doesn't collect sales taxes. Hence, you can't add the said tax agency in QuickBooks Online.
I'd recommend reaching out to the Shopify's support. They might have a way to turn off the function that asks for tax agency.
Once they got this function off, you can already continue integrating the two software.
Get back to me if you have further questions. Have a great day!