There is none in this version ?

This was never a standard(built-in)-feature.

You will need an addon for that at this time.

There is none in this version ?

​Yes there is little different to past version 

Admin CP - Customization - Theme - select theme - edit - logos tab - Favicon.

This is where to set the favicon - but there are no favicon-alerts.

This there to set the favicon - but there are no favicon-alerts.

​yes sorry correct no alerts.