I have just upgraded from kde3.5 to kde4 in debian unstable. All is fine, however in systemsettings, icon themes, there is only the oxygen theme for kde3. In fact some icons are missing. Naturally I have installed (and reinstalled) the oxygen package for kde4 in debian unstable.

In the meantime I have solved the problem with missing KDE4 oxygen icons. This solution could apply to all people that have installed oxygen icons for kde3 before in /.kde/share/icons/oxygen.
Rename or delete the oxygen folder in .kde, after that the oxygen icons for KDE4 will appear in systemsettings ---> appearance ---> icons where you can select it!