If your marketing / FB ads budget is limited and you've to run ads, would you run the ads to your marketplace store (Etsy/Amazon) or to your own website (Shopify etc)?
In the case of Etsy, the sales really start to come in only if you can get on the first page, and to get on the first page requires not just good SEO but more importantly, the store need lots of sales and reviews (kinda like a catch-22). Once it reached that stage, organic sales start to roll in consistently. So that's the good part about marketplaces like Etsy.
So, when starting up, which?