are you using rasa x
if yes, then you should use the different Callback URL :
https://rasa_x_domain_name/core/webhooks/facebook/webhook
check this post: Tips for using Rasa chatbots with Facebook Messenger | by Mark Ryan | Medium
and do one more thing, just save all the files
rasa train
and repeat the steps, start ngrok server, rasa run, and add call back url.
if you still get the get the same problem after this post. then we can try some other way. because mine works after follwing these steps