They don’t look like parts of the icon frames.
Bump…
(double post)
Nah, it indicates on what difficulty you have already finished the mission. For example the highest (Damnation) is the one with wings and 3 skulls.
Unfortunately it’s account-wide, so it’s useless for tracking multiple class specific penances, lol.
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Because it seems to be not retroactive and is showing progress only from the day the update dropped.
Why’s that is anyone’s guess lol.
EDIT: Oh, sorry I just read your post properly. Hmm, I guess a bug then? For me I didn’t get any chevron progress whatsoever until I played that day. 
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been asking about it, but never got a reply…
Activity for said mission seems like the best guess, though the arrow points down, it’s usually up.
There’s only 2 variants from what I’ve seen, arrows only and arrow+skull… So not exactly accurate.
Would make more sense if you could have 1 arrow, 2, 3 then skull…
I’m not sold it’s activity for that reason, but I have no idea.
Also, I have the skull on some maps and I’ve mainly played heresy due to lvling and penances…no reason to play damnation atm. Unless it bugs and shows that I’ve completed some missions on damnation when I haven’t.
EDIT:
Actually, highest diff defeated is probably correct.
i always wondered what the little rectangle meant and just settled on it being decorative.