Hmm, I followed those instructions, but it still did not work.

What's strange is that in my previous instance of Magento (2.2.5) I have this configuration:

https://snipboard.io/VqlJg3.jpg

So I've entered the same for 2.4:

 
https://snipboard.io/ayvJHc.jpg

What is different is that the Default Config in 2.4 is different:

https://snipboard.io/lw9Era.jpg

...and if I change the Base URLs for Static & Media files, the icons in the admin backend no longer appear.

So maybe I have the wrong path somehow?