For reference. Because I’ve been staring at this for a while. Using the right link tag in the head, and a valid ico image file, IE11 would not display the favicon.
On IBM WAS 8.5 (which is irrelevant really), on an invalid, self-signed https connection, IE11 would not show the favicon (while Chrome and Firefox do). Using Fiddler, and having it decrypt the https traffic, which installs the Telerik self-signing CA, the https connection seems valid to IE11, and the favicon would appear. Fixed!
