Most likely that is because you have set “allow_url_fopen” to “off”. Please turn it to “on” (or ask your server admin to do so – he will know what to do).
If you do not see the uploaded icon after you clicked on “Insert into post”, then maybe the GD library function (php-gd) is not installed. Please ask your server team or hosting company to install it. Please make sure that the following functions are working in the GD library: getimagesize, imagecreatefrompng, imagecreatefromgif, imagecreatefromjpeg, and imagecreatefromjpeg.
In some cases, it could also be because of an incorrect install of your SSL. Please use an SSL checker to see if it throws any errors.
Also, have a look at our guide how to upload custom icons.