Sorry to hear this.
Did you install via HACS? Did you add the extra_module_url to your configuration.yaml, eg:
frontend:
extra_module_url:
- /hacsfiles/hass-hue-icons/hass-hue-icons.js
I’ve had home assistant fail to put an icon into the first loaded dash screen without this, sometimes even showing an icon in one place and not another. Is it the same icon that’s always missing? Does it appear anywhere else? Does it do it every time?
Edit: Also, bit hard to see from your screenshot. Are you on Android? A lot of the icon libraries are struggling to deliver consistently in the face of webview cache issues (see Icons doesn't display on App).