on windows 10 with Mathematica 11.3
It seems to run fine with the same options you are using.
Perhaps you could attach a notebook?
ListLogLogPlot[{Table[{n Log[n], Prime[n]}, {n, 1, 20}],
Table[{n Log[n + 1], Prime[n]}, {n, 20}]}, Joined -> True,
Filling -> {1 -> {2}}, PlotStyle -> Blue, Frame -> True,
FrameLabel -> {"x", "y"}, GridLines -> Automatic,
PlotLabel -> "TEST", ImageSize -> Large]
