Well, the problem may have been Qt. I removed XFCE and Qt baggage, keeping only Gtk theme switcher, but the problem would not go away. So I eventually gave up.
Probably about three months ago, I re-installed the system after a dual-booting accident. Again, I installed with XFCE, installed Gtk theme switcher and Openbox, then removed the XFCE settings manager. Everything worked perfectly, except icons could not be changed. Today, just for the hell of it, I installed lxappearance. Works perfectly!
I am guessing Qt was the culprit, because both times Openbox was added to an XFCE installation and the XFCE appearance manager was removed. Last time, XFCE and Qt were both installed and removed. Apparently, Qt did something funky to the system.
Anyway. Problem solved and I am happy.