Go here:
https://www.zoom.us/account/setting

On the left, click Settings and then In Meeting (Advanced).

Scroll down until you see Allow live streaming meetings (see screen shot below). Ensure Custom Live Streaming Service is ticked.

Leave the text box empty.

Go back to the Zoom desktop application window (see screenshot below).

Instead of clicking Live on Facebook click Live on Custom live Streaming Service. A page will load - keep this page open, you will need to come back to it.

Then go to your Facebook page. You will need to use a tool called Creator Studio, this link should take you to it. If the link doesn't take you there, search 'Creator Studio' in the Facebook search bar (top left corner).

Within the Creator Studio window, click Go Live (see screenshot below).

On the next page, choose the Facebook page you want to go live to. This will load another page (see screenshot below). 

You will need both the Server URL and the Stream Key.

Now go back to the page you kept open that loaded from Zoom (see screenshot below).

• Within Facebook Creator Studio, copy the Server URL and paste it in the Streaming URL field.
• Then copy Streaming Key from Creator Studio and paste it the Streaming Key field.
• The Live streaming page URL is the url of the Facebook page you want to live stream.

Once you followed these steps, click Go Live.

Finally, after clicking Go Live - head back to your Facebook page and click Go Live there too.