I know this used to work (did this for a customer a couple of years ago) and probably in a Mx 3 environment. I will dig into my archive to see if I can give you some pointers. Will edit this post if I found it.
I checked the project. It still works in 4.7.2. Here are the screenshots how I did it. If you send a mail to daywize (google it) and I can even give you the project files.
I suggest to file a ticket for the widget/module. The marker images function seems to be broken, only the default marker can be changed, but the defined enum values are not taken into account.