There is a "mysterious" location where AROS stores it's images. It's a directory called "Images". That may be where you find the elusive grey hard disk icon. I believe it's somewhere in Prefs/Presets/Images or maybe Prefs/Presets/Patterns/Images. You have to search.
As for the small buttons I would also look in the current theme for "Images" as well.
About the images, that ata.device icon doesn't exist, consider on AROS One there is no default icon (first operation I usually do on builds is to delete all icons "for targeted search") that icon I think is embedded in some file, usually that icon AROS uses it when the icon doesn't exist, to replace it I should find out AROS where it looks for that icon and its name, Sashimi didn't help me, I will try to examine the InstallAROS executable.
No mystery, for System Images, AROS does use the System/Images path, the images go unnoticed because they have no extension, on AROS One I replaced all of them.
In System/Images, there you find BoingIconBar backgrounds, some small Gadgets, AROS Logo (Install, login, Floppy, AROS logo), Pointer, Network Prefs images: wireless, interface and host.
About the buttons "Back", "Proceed" "Cancel" and "Help, yes they are new buttons found in the current Thema, folder "Images/Gadgets", so you have to copy them on all themes.
For THEMES editing, you could take a cue from the "ThemePrefs" since it is a LUA script, maybe enable the "Use" Button as well, in addition to a hot restart like on AfA OS.