I've noticed when using and creating my own theme that some elements don't theme correctly. Most noticable are the messaging icons for New message, Inbox, Mailbox etc. Interestingly enough (or not) the my folders bit is skinned. Is this a flaw in the 6260 implementation of themes or the sis created in Theme Studio (i'm using 1.21).
I have set icons for these positions, but they don't appear

You need to make sure you have made the masks correctly for your icons,icon image,mask and soft mask. :)