You can find an article showing how to change the expander of the RadTreeView here.
In order to change the icon that is used when a particular RadTreeViewItem is Loading-On-Demand, you can edit the style of the item via ExpressionBlend and change the LoadingVisual Grid placed in the ListRootContainerGrid. The described approach is used in the attached project , so give it a try and let us know how it goes.
the Telerik team
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