I am having the exact same problem....followed all advice on this forum re: O2 OS; etc - successfully have unlocked device, with all provider themes, even two browsers (one t-zone and one regular blackberry browser) but then my Options icon disappears! It seems to happen with the AT&T theme....any ideas anybody?
I've had a few app icons disappear on me (Ramble IM is one example, its missing right now) - the only way i was able to get them back was to go back to defaults on the AT&T theme. I am running the O2 OS right now. They are NOT hidden or in a folder.
I'm having this problem as well, I organised all my Icons into Folders, all the games into one folder, all system stuff into another etc.. Now all those folders have gone missing! I can't get into the options or anything. The folders aren't hidden and I know they still exist because if I try to Create a folder of the same name it says it already exists!