The defult icon was Ren'Py Icon, but it took me only like 2 min to change it manually, other than that it works great!!
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Icon is in the files of the game in the same folder as the game file to which shortcut refers to. It’s a file with extension ICO you left press on the renpy shortcut icon and customize, or more options or something along these lines, depending on your OS. I think there were a couple of possible icons, so choose whichever you like best.