Favicon not loading from https
I have also faced same situation where favicon is serving from http whereas all images including logo are serving from https. I am using Metatag module, in the module configuration default favicon path is given as http://example.com/sites.default/files/, so favicon is serving from http. I have changed the path to https://example.com/sites/default/files/favicon.ico. This fixes the problem, this may also the reason in your case.

If this is the case you can change the favicon default path, go to  https://example.com/admin/config/search/metatags/config/global Under favicon and touch icon tab change the path.