You can configure the favicon URL and a custom logo URL by using the Universal Login configuration page or the Branding API. To learn more, read Branding API.
However, the answer to the closed topic says you must customize the HTML to set the favicon. Is this still the case, and, if so, is there a plan to support setting favicon via the configuration page?
I worry that customers will not trust a login page with no icon, but we would rather minimize our use of custom HTML on login pages. Apologies if this question is too similar to the already-closed topic.
Yes, the solution provided in the Post you shared is still the recommended way to set the favicon when using the New Universal Login.
AFAIK, we do not currently have any plans to support setting the favicon via the Dashboard. Generally speaking, anything that can be done through the Auth0 dashboard (and more) can also be done through this API.
Moreover, this doc explains that the New Universal Login pages can only be customized using the Management API.
I hope this addresses your questions.
Please let me know if you have any additional questions.