Broken bookmark favicon icon

Hi folks.
I was thinking my question belongs to category Miscellaneous (?)

I was using a favicon.ico Generator to create my own URL icon. When entering my <root> url address my URL icon view, but if I step to other page it’s gone. Goes to my home url address and the icon can be observed again. In my server, root directory for my WEB page, it contains two *.ico file, favicon.ico and HD.ico. Last one are my own made URL bookmark icon. I was made this option for several weeks ago, but as I remember I had to insert some info in my files header.php or index.php, didn’t remember.

Some with tip for me to check at first?