Font Awesome gets loaded now.
I removed all this code from custom CSS:
.hornav > ul > .parent::after {
font-family: FontAwesome;
content: "\f0d7";
Now no parent icon is shown to indicate there is a deeper menu level.
Parent icon is missing in J4.
I finally solved it by adding this CSS to custom.css:
.hornav > ul > .parent::after {
content: "▾";
font-size: 26px;
right: -4px;
position: absolute;
top: 50%;
opacity: 0.5;
-webkit-transform: translateY(-50%);
transform: translateY(-50%);
}