Some Finder Sidebar Icons Missing?
This generally happens when you've used a utility that changes your sidebar icons to colorized versions. iCloud Drive and Downloads do not use the standard icon format. These products are based on a SIMBL plugin called ColorfulSidebar that does not recognize the non-standard format. Even if you've changed the icons back to the non-colorized versions, the routine that changes the icons may still be running. You have to totally disable the software that colorized the icons.