For the sign-up form at first, you have to set up the integration. Then you can make a form in klaviyo form builder. When you publish it then install the snippet code back-end of shopify. This will act as you setup in behaviour.

This link will also help you:

I have almost the same issue, it’s an embedded form, no rules, just a form I added into my footer. I can see it the first time or if I clean cookies, but then it dissapear. I need this form always available in my footer. How do I do that? Thanks in advance.

Also I checked this article step by step and everything is like it should. 

@guswald another area you could check is your Behaviors tab in the Form Builder – if your Targeting isn’t already set to “Show to All Visitors”, you’ll want to make sure to check that radio button.