You know what.... I'm an idiot. Sigh.
Why wasn't I getting the icon on my phone?
Because my phone is apparently smart enough to say, "Er.... You sent this to yourself, dude." and list the EMail as a SENT email, rather than a received one.
Earlier when I was supposedly getting them that must've been when I was messing around with my other GMail account in Opera and sent it from the secondary to the primary (which my phone is tied to) so, naturally, I'd get THAT one since it was an outside eMail. I since removed that secondary eMail (as I was having trouble figuring out how to send messages from my primary rather than from my secondary), removed it, and had since been sending test mails to myself. Which, again, my phone realized.
Anyway, with that figured out it seems everything is working as it should.
Again, thanks for the help.