This is a known Windows problem but it’s easy to fix with the steps below.
- Close Privacy Everywhere if it’s running.
- Find it’s wrong-looking icon on a taskbar and right-click it.
- Select “Unpin” for the icon from right-click menu (icon should disappear after this action).
- Launch Privacy Everywhere (new icon will appear and it should look properly on this stage).
- Right-click it’s taskbar icon.
- Select “Pin to taskbar“.