When you try to customize icons manually by copying over them, it can be necessary to run:
So I think it's possible you changed the right ones with your efforts, you just had to update the cache.
A lot of people will refer you to the .desktop file, but as far as I know this only effects the appearance of the program on the Main Menu, but NOT in your window manager decoration at the top left, NOT in the task tray, and NOT in the system tray.
To modify these, I downloaded a fairly complete icon theme from gnome-look.org. It came with icons for opera.
Unzip it, and look in /nameoftheme/apps/
Under /apps there are different sizes of icon by directory (16, 22, 24, 32, 48, scalable). Under each of these, opera has three icons:
So then you just:
1. Change all of these to the icon you want (I replaced mine with icons that had a 3x3 resolution so they don't need to match).
2. Re-zip/tar the theme directory, then install it with LXappearance,
3. Go back into lxappearance and select your icon theme -- this last step is easily missed because lxappearance assumes you just want to install it, but not use it, and that's so damn weird.
Personally, I keep the icon theme I downloaded, so I can change it and update it and reinstall it as I go.
I know this is a round-about way, but it works.
Us black background people have to stick together, damnit.