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i had the same problem, XD and stressed the hell out of me, and it was just that some browers act very strangely with favicon caching, here are my tips
just do a source view of your main page and Ctrl+F for "favicon" to find the favicon url, if you already changed it then access that url and give f5 some hits till its refreshed then it will change in website page, generally the theme favicon is the one overriding all so you just need to change those in it.