I have lots of missing blue icons - 13 in all in the 3x g-grandparent to 5x g-grandparent range. All these people appear in my ThruLines, many of them with associated DNA matches. So I'm not sure what the blue icons are supposed to signify. Similar story for my husband's tree - 16 missing icons, but all appear in ThruLines, most of them showing DNA matches descended from them.
I have also noticed at least one of these, and they aren't double cousins, but I know we share a pair of common ancestors. I also have two others who do not appear in the 'common ancestors' filter (should be in the top 20 on cM shared DNA) but when I click on them in the full list it says that we do have common ancestors and identifies these correctly. I don't understand the conflicting messages ThruLines throws up, but I guess it must be a very complex algorithm and it seems to be a fine balancing act to get it right!