Here is where the super handy legend hides for all the icons!
Added: Bulk uploaded or manually added.
Consented: Subscribed via a form.
Confirmation: Double opted in.
Unsubscribed: Unsubscribed themselves or manually in the system. Won't be sent to and are added to the accounts unsubscriber list.
Deactivated: Manually deactivated or auto-deactivated by the system due to bounces. Will not be included in sends.
The envelope icons reflect the status of an email address and the speach bubbles reflect the status of an SMS address.