So to sum up, facebook sellers just use fb to advertise their products and then link them their shopee product link?

No, there are 2 options in my comnent.

Why do they even ask your deets if so like name, address, city, barangay.

I don't due to option#1 in my comment.

Just an opinion, wouldn't you lose sales when you have to link them to another site since not everyone has shopee or lazada like let's say boomers?

This one depends on your target buyers and your preferences. I, fortunately, don't need to cater to everyone as this is a side-job. I prefer security of payment and less stress. I needed to reprioritize after realizing that I was losing money on COD failures outside of Shopee. Also, a lot of time wasted and risking the pandemic queueing up if its LBC for province.

Not all, but buyers do create Shopee accounts and even use free shipping and discount vouchers there.

Also I'm curious who shoulder's failed deliveries in shopee or lazada? Do they shoulder it even provincial orders?

Not the buyer/seller. Its 'shouldered' by Shopee+courier contract already. The package gets returned to you at no cost although possibly with considerable delay or damage (so pack well). You can read Shopee Help Centre to familiarize yourself on the process before signing up as a seller.