VPN indicator icon missing

Do you have the theme set to "Trisquel"?

I have the theme set to Trisquel, I just checked, I see an icon with the wifi waves and a small lock when I connect to my own VPN with openvpn.

That particular networking status icon seems to be missing in some upstream icon sets. There are several possible candidates in the Trisquel icon set (nm-device-wired-secure and any of the five versions of nm-signal-xx-secure). You can copy and paste them in the folder of your icon set in /usr/share/icons.

If you do not mind changing your icon set to a different one that already has the icon, you can also simply do that in Appearance > Theme > Customize > Icon tab.

Thank you both for the replies and the hints!
I checked and I did have the theme set to Trisquel. After looking at the icon files and seeing they were organized by size (even though they are scalable), it occurred to me it might be because of the panel size. I had it set to 32.
Indeed, if I set the panel size to 30 or less then I can see the proper network status icon.
Now I'm still curious why the other icons don't have the same problem. I see the themes inherit each other (it's in the index.theme file) so maybe some of the parents have the icons configured differently. For example "trisquel" inherits "trisquel-brave" which in turn inherits "gnome-colors-common", which has "scalable/status/nm-signal-50.svg" but not "scalable/status/nm-signal-50-secure.svg". However, putting a file there didn't seem to help (maybe they're cached).