Hi I ran into the exact same problem. Running Windows ten with the latest version of Firefox with an AdBlocker installed and anything that can track me turned off. That might be the problem.
I switched to a clean version (no settings changed) of Internet Explorer 11 and it worked like a charm. Got my favicon.
One thing worth mentioning is that I did also set up a google app (through google) with a name that I used for the favicon generator. So maybe you can’t skip this step.
Other things I tried was using a png file instead of a jpg.
Maybe it was just luck with me, But try a different browser that has cookies/tracking open and what not. That might work.
Best of luck.
