That's unfortunate; I think it depends on your operating system and/or your browser. Some do not appear when using the Chrome app my cheap Android smartphone (although it's only a year a old), but I have no problem using Chrome or Edge on Windows. I know that on the featured emoji quizzes the emojis are actually pictures of emojis to resolve the differing levels of support for versions of Unicode.
The square is the color red. The small arrow is pointing to the wing of the bird. Unfortunately, there is no "wing" emoji so that's the best I can do. Thanks for playing and I'm glad you enjoyed it :)