According to Schema.org FAQs schema, schema is meant for a dedicated FAQ page which app already supports. If you have embedded FAQs on other parts of your store like product page, support page or anywhere else, that won't be a dedicate FAQ page so applying FAQ schema there would invalidate Schema.org standard.
Additionally when merchants embed same FAQs across multiple parts of their store so even if we support this, it would cause a content duplication warning on Google Console.
If you still need FAQs schema on your embedded FAQs, you would need to do your own custom implementation or use any other app which does this. At the time of writing this article, there is no other application which supports this as technically this is wrong approach.
As you might already have a dedicated FAQs page, you can test your dedicated FAQ page schema using a validator.
Along with this, when you embed content, you won't see other features like Search bar, intro text, footer text as they are specifically designed for dedicated FAQ page. These restrictions are mentioned in app setup page just in case if you've missed them.
