I've searched, but been unable to find a comprehensive (or even cursory) list of the icons and meanings used in MercurialEclipse (formerly HgEclipse).
Here are some of the icons I'm seeing (although I'm guessing there are others), along with what I think they mean:
You're right about the first two.
The third one indicates a conflict and you will see this decorating a file that has conflicts during a merge.
If you don't mind looking at the source code, you can find the overlay icons under com/vectrace/MercurialEclipse/team/images. The constants associated with these icons are defined here.