I have the same issue. Some sites don't come with an icon when added to bookmarks, but only with a blank grey initial letter. It happens both in desktop and mobile.
Orion Versione 0.99.122-beta (WebKit 618.104.22.168)
MacBook Air M1 - Ventura 13.1
iPhone 12 mini - 16.2
1.2.4 (2) (Webkit 8622.214.171.124.6)
(obscured some name with a grey rectangle for privacy)