I fully expect that you are seeing the bug I described. If you want, repeat the steps I shared above and see if you get the same results.
Essentially, when you set the color at the bottom, the BUG overrides the selection at the top (between the 4 options), and that selection is what drives the icon associated. I feel the key here is color, as you can see you have the same symbol in each of your examples with the same color.
I can assure you that I used to be able to apply any color to the regular annotation and have done so for a long time. Something new broke here and it is connected to color for some odd reason.