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Go to your iCloud settings for iCloud Drive, ensure that you have the proper settings for Desktop & Documents selected. (Check the box)
 
Same problem here on Beta 2. All of my external hard drive icons on the desktop are now blank white sheets of paper.
Every icon that I have set a custom icon for are showing the blank paper error. I have custom icons set for all my hard disks and my mojave boot partition. They are set to the pre-Yosemite nice looking HDD icons instead of the new horrible kindergarten icons.

Catalina shows them as the white papers, but all drives that have stock icons show up properly.
 
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