Each switch in the video picks its icons differently:
Dark theme: moon when on, sun when off. Both sides are a real state, so both get a real icon.
Download over Wi-Fi only: Wi-Fi when on, X when off. Off just means it's not enabled, so a plain X. Don't leave the off side without an icon: the thumb gets smaller and bigger as you toggle.
New episode alerts: check and X. The tile already has a bell icon, the thumb doesn't repeat it.
One note on the title: it must be true when the switch is on. "Dark theme", not "Theme". Screen readers read only the title, never the icons.
Be creative: the map accepts any WidgetState (pressed, dragged, hovered, focused, scrolledUnder, disabled, error), and you can combine them with &: