The fact that the favicons are still not indexed. When I was faced with the same problem (all demands are met, but the webmaster there was a notification about the lack of a Favicon), I wrote in support Yandex, what Plato Shchukin said:
A message to the Webmaster shown as favicon yet in the search. Webmaster verifies its presence in the actual basis and not on the website. The robot has bypassed your favicon, and uploaded it to the new version of the database, but the Affiliate still does not see it. Shortly after the database refreshes, the favicon will go in search, and the message will disappear.