Hi Shane and thank you kindly for your prompt response.
To answer your questions:
1: No, I have not injected any functions filtering the avatars.
2: To my knowledge, none of the other plugins should interfere with the avatar functions, and I have not touched the mystery avatar. Note though that the image url generated points to i2.wp.com/identicon_local, not a local path that throws a 404, so (I suspect) there is something more afoot here than just a missing local avatar file.
If you are interested in investigating, I would be happy to assist, e.g. by giving access to a live site where the issue can be reproduced, or by making configuration changes / researching it further.
Oh, and I am running on PHP 7, WP 4.7.
Cheers.