I don't know if this bug has already been documented but a cursory search didn't find anything related.
When I change a bullet appearance in lyx via Documents --> Settings --> Bullets --> Level and then pick a bullet icon, the icon for the bullet does not change within the Itemize environment inside lyx. It does however work correctly in the pdf. To reiterate, while lyx shows the wrong bullet icon after it has been changed (as described above), the pdf is correctly generated. lyx and pdf test files attached. I'm on lyx-2.2.1, opensuse 42.1 (Qt 4 frontend and not Qt 5). Anand
testbulleticons.lyx
Description: application/lyx
testbulleticons.pdf
Description: Adobe PDF document