The 5" gun marker has a sorting issue with smoke and fog. If you move the gun up and away from smoke, it should reapper. It WILL disappear again, so put your mouse over it.
The rest I'm not sure of. This is the only thing I can think of, and it doesn't sound like the problem, but hey. Also check that your video drivers are up to date. If you're running an FX5xxx series card, Skuzzy has a reccomended driver version for it. Can't remember what it is though.