Problem outline
In the cited reference, Feynman starts his argument by stating that the energy for an inertial sphere of radius $a$ and uniform charge $q$ is given by
$$ U_{elec} = \int_{\mathbb{R}^3} dV \, u_{elec} = \int_{\mathbb{R}^3} dV \, \left( \frac{\epsilon_0 E}{2} \right) = \frac{1}{2a} \frac{q^2}{4 \pi \epsilon_0} \equiv \frac{e^2}{2a} \, \qquad \qquad(*) $$
where $E$ and $u_{elec}$ are its electric field and density and the last equation defines the symbol $e^2$. If we now consider the sphere to be moving with constant speed $v \ll c$, its momentum density is obtained from the Poynting vector:
$$ \vec{p} = \int_{\mathbb{R}^3} dV \vec{S} = \int_{\mathbb{R}^3} dV \left( \epsilon_0 \vec{E} \times \! \vec{B} \right) = \left( \frac{2}{3} \frac{e^2}{a c^2} \right) \vec{v} \equiv m_e \vec{v} \, , \qquad \qquad(**)$$
where the last equation defines the electromagnetic mass $m_e$. We can also associate a second electric mass $m_{e}'$ to the field $U_{elec}$ by using special relativity (SR):
$$ E = m c^2 \Longrightarrow \frac{U_{elec}}{c^2} = m_{e}' \Longleftrightarrow \frac{e^2}{2a c^2} = m_{e}' = \frac{3}{4} m_{e} \Longrightarrow U_{elec} = \frac{4}{3} m_{e} c^2 \, , $$
that is, the "relativistic" mass $m_e'$ is not the same as the "electrical" mass $m_e$, the absurd being explicit in the above equations.
The loophole
Do we have the right of invoking SR in a derivation's single step? Although we used Einstein's famous formula to arrive at the $\frac{4}{3}$ problem, notice that we have not used SR earlier: $(*)$ and $(**)$ are not even Lorentz invariant! If we adapt the calculations to include SR, $U_{elec}$ and $\vec{p}$ transform as
\begin{align}
U_{elec}' &= \gamma \left( U_{elec} + \vec{p} \cdot \vec{v} \right) \\
\vec{p}' &= \gamma \left( \vec{p} + \dfrac{U_{elec} \vec{v}}{c^2} \right) + (\gamma-1)\vec{v} \times \left( \vec{v} \times \vec{p} \right) \, .
\end{align}
That is, for a particle at rest we have $\vec{p} = 0$ and, introducing velocity in a relativistically meaningful way by changing into a moving reference frame with velocity $\vec{v}$,
\begin{align}
U_{elec}' &= \gamma \, U_{elec} = \gamma \left( \frac{e^2}{2a} \right) = \gamma m_e' c^2 \\[8pt]
\vec{p}' &= \gamma \left( \dfrac{U_{elec}}{c^2} \right) \vec{v} = \gamma \left( \frac{e^2}{2ac^2} \right) \vec{v} = \gamma m_e' \vec{v} \, ,
\end{align}
where now, lo and behold, everything fits and there is absolutely no $\frac{4}{3}$ paradox. It was just a matter of moving between reference frames correctly.
What did Feynman mean?
Being one of the most brilliant physicists in history, Richard Feynman would never misuse SR as necessary to arrive at the $\frac{4}{3}$ paradox. In fact, Abraham and Lorentz, the discoverers, only did it because they didn't really know how to transform between reference frames, since SR had not been finished at the time. Let us then quote what Feynman really said:
There are difficulties associated with the ideas of Maxwell’s theory which are not solved by and not directly associated with quantum mechanics. You may say, “Perhaps there’s no use worrying about these difficulties. Since the quantum mechanics is going to change the laws of electrodynamics, we should wait to see what difficulties there are after the modification.” However, when electromagnetism is joined to quantum mechanics, the difficulties remain.
Indeed, the $\frac{4}{3}$ problem is solved not by quantum mechanics (QM), but by the careful use of SR. Abraham and Lorentz used $(*)$ and $(**)$ indiscriminately because they didn't know moving electrons are deformed into ellipsoids according to SR. The beautiful article by Rohrlich, of which this answer is a resume, shows that the error in neglecting the electron's deformation amounts to exactly $-\frac{1}{3} m_e' c^2$, which would correct their result and also get rid of the $\frac{4}{3}$ problem. I believe Feynman was talking about other problems that migrate from classical to quantum electrodynamics (QED), not this apparent paradox. The problem of self-energy, for instance, requires the electron in QED to have either a rather non-intuitive internal structure or interact with stuff that has negative mass, otherwise it would explode (apart from renormalization). This problem migrates from classical electrodynamics erroneously due to the postulation of a "Poincaré stress" that would not only stabilize the electron, but also correct the $\frac{1}{3}$ factor missing in the $\frac{4}{3}$ problem. Fortunately, many physicists helped to dissociate the problem of electronic stability from the $\frac{4}{3}$ problem, which is not really a problem, since it doesn't actually show up in QED. The problem of the electron's internal structure is, however, pretty real.