the blue shadow and the white vertical line are both in the Shell/Previewpane/1/1 (one file with margins),
for the folders arrow i suggest you are using photoshop (which destroys the Alphachannel in the BMP). i recommend GIMP (32bit BMP ability with alpha channel) to recolor or to set the opacy down to 1-2%, so it is transparent in the final VS
Thanks!
But for the arrow, I don't use photoshop I use Paint.net (it says it auto-detects the bit depth when I save the bmp). It's not transparent I just color the whole thing (245, 244, 244).