You can replace the favicon.ico in the theme folder with another favicon.ico. Doing this will also change the favicon when viewing uploaded documents in the browser.
This question has been asked on the forum before, check this link for an answer: https://forum.mendix.com/link/questions/87102
EDIT: I just saw that you've already attempted the suggested solution. If you've checked that everything is configured correctly and its still happening, can you check your browser's console? Perhaps there's an error/clue there