Checkout Buddy blocks can be shown in Shop Pay checkouts in addition to regular checkouts by checking the Shop Pay setting within the app block setting in the Checkout Editor:
For this option to show, Shop Pay must be enabled for your store as a payment option.
These payment methods are not yet supported by Checkout Extensibility and related apps, Checkout Buddy included. Shopify is aware and is working on a solution, but in the mean time checkout blocks will not work on other express payment options other than Shop Pay.