The only screenshot there that looks out of sorts is second one with lumina-fm (blue folders on the left side within the tree view). That can happen if you launched the application before enabling the lthemeengine, since applications only load a theme engine when they first start up.
As for the rest of the “colorized” icons, those are the icons installed by their respective applications and are found outside of the icon theme. Some icon themes do provide “overrides” for common application icons such as firefox or thunderbird, but that is up to the designers of the icon theme. A good example of this is the VLC icon in your last screenshot, notice that it is also in the black/white format. That is because there must be a “vlc” icon within the material-design icon theme.
If you want to see which icons are available in a particular theme, you can always browse the icons directly on your system (/usr/local/share/icons/[theme name]). Many themes (including material-design) will have an “applications” or “apps” subdirectory if you just want to look for application-override icons.