I am also looking for a glossary of the different tray icons. In addition to the ones you mentioned, I periodically see the white shield with a red circle and a diagonal red line. To me, it indicates there's something wrong. But when I open the application, I get an "all systems active and running" message.
These are the issues:
1) Comodo calls it a Tray Icon.
2) The programmers are obviously trying to tell me something by having the tray icon change.
3) A search for "Tray Icon" in the help file tells you nothing about the different tray icons.
4) Unless you have a clean white shield, your tray icon will not display inbound or outbound traffic.
The forum, so far, has yielded partial answers including, "turn it off".
Documentation...
