I just found the fix for the same problem, if you still need it.
I just deleted the call to action in my ad, refreshed and pixel works now. Double check if it’s working with PIXEL HELPER TOOL
FIXED:
Pixel Did Not Load
This error means that the Pixel Helper found what looks to be Facebook pixel code on your site, but the actual HTTP call was never made.
This could typically due to an error in the code, but could also occur if the pixel fires on a dynamic event (e.g. on a button click).
In that case, the error will disappear upon clicking on the button.