You will need to manually enter the favicon url (box with red cross) or choose a different link.
Check out this Stack Overflow answer for some ideas.
You will need to construct an absolute url with either http:// or https:// followed by the domain name, path to the favicon and favicon name.
If you have Firefox desktop browser go to Tools -> Page Info. Click Media tab. Look for favicon.ico or similar. Copy location and paste into the box with red cross on this web page.