Setting the featured image does not change the og:image.
This page https://blossombirth.gr/pretoimasia-lamaze-gennw-me-empistosini/
has a featured image but the og:image is the favicon.
In documentation it says that:
g:image: From a specific custom field of the post/page, or if not set from the post/page featured/thumbnail image, or if it doesn’t exist from the first image in the post content, or if it doesn’t exist from the first image on the post media gallery, or if it doesn’t exist from the default image defined in the options menu.
In my case, both pages have an image in their content, and one of the pages has a featured image.