One caution. I have a lot of problem with icons that are different by color being color-blind. The game needs a way to differ the HUD icon in addition to color.
How about combing a color difference with a small lock icon in one of the corners of the HUD icon? Or a small X in a corner?
As it stands right now, you can (in most cases) tell when something is locked, but not what it is. If you change it to be based on color, you cause problems for color-blinded folks. Maybe a combo of color plus icon is the winner.