Currently (version 15.12), to make icon theme adjust to the color theme, we have included all icons in Kdenlive's git with a prefix (lt_ for light icons and dk_ for dark icons) and use a custom KoIcon::themedIcon function. This is far from ideal but was at the time the only way to dynamically change icons.
Since Qt5.5.1 and KF5 5.16 (or 5.17 not sure), we can now use a simple Qt feature: QIcon::setThemeName that will change the icon theme on the fly. So we can now create Icon Themes as Qt resources - keeping the original icon names. These themes can simply contain the Kdenlive specific icons that are not in Breeze and inherit icons from the official Breeze theme. That is a much cleaner and simpler way to manage the icon theme problem.
However, it required Qt5.5, so we want to wait until it is more widespread before making the switch.
Update august 2018: this is now done in the refactoring branch