strategic icons and creating .dds file problem


I created a lot of custom icons, when I used white, black and grey it looked good

but when I tried other colors it looks weird

this is how I want it:


but when I export it I get this:

Screenshot from 2020-11-22 08-45-42.png

I tried gimp and photoshop, but same results, and other exporting options makes it even worse

any help?