Yes, we’ve tested both plugins and this is our experience with Elementor PRO and Custom Icons.
When we tested only Elementor plugin and tried to add icons from Fontello and IcoMoon we got blank icons.
The only icons that were uploaded correctly are from Fontastic website https://fontastic.me/.
Here is the icons package that worked on our test:
We could upload the icons without any issue with all HMWP Ghost options activated.
We also included the custom icons on a page using Elementor