Icons not showing properly in Yosemite's Safari favourites bar
These are two different icons:


the ones in the sidebar are Favicons icons
the one in the favourites are Apple specific (only shown by Safari) and called Web Clips (or Apple Touch Icons)


They are both downloaded from the site but can be different.

For example IMDB specifies


http://ia.media-imdb.com/images/G/01/imdb/images/favicon-2165806970.CB379387995.ico as Favicon and





http://ia.media-imdb.com/images/G/01/imdb/images/mobile/apple-touch-icon-web-76x76-53536248.CB361295462.png as Web Clip




From the comments: you can add a clip following these instructions:


  To create a webclip, go to the site you want and tap the box-and-arrow icon used to create bookmarks. In the menu that pops up, tap the Add to Home Screen option. Edit the name of the webclip and tap Add. You'll then be taken to your home screen and shown the webclip. Tap it to go to that site.