Due to new privacy rules in Europe, some messaging campaigns have been paused: https://www.facebook.com/business/help/574941489951914
Sponsored (Paid) Messages, performance metrics, Targeting features and Messaging Campaigns (Conversions and Lead Generation) are temporarily unavailable for ads delivered to or from Europe (targeted to European locations, delivered to users in Europe, or from advertisers or Pages based in Europe).
You can still run "click-to-message" ads using the following substitutions. Changes to your campaign may affect performance.
1. The link clicks optimisation can be used instead of the conversations/leads optimisations.
2. The start conversations template can be used instead of the lead generation template
Beginning in early December, certain messaging-related ads, targeting options, and performance reporting for ads delivered to and from Europe will be unavailable.