Next time it happens unplug the network cable and then see if the red X appears. Then plug the cable back in and see if it changes. If it is wireless try disabling the wireless and see if it changes as well.
Does this happen when you first turn on the computer?
Windows simply sees if it can communicate with a website or something and if it cant it gives the yellow !
At the same time there is a odd bug with the SSPD service where the tray icons dont get updated when you first boot the system, so it is possible that if it is happening at boot up that the icon did change but was never updated. So unplugging it while it is on and back will make the icon update itself in the tray.
Lets go from there
Shane