In the old EA, when a thread had new messages in it, the thread icon looked like an open envelope. In the new version the thread icon looks the same to me. Do I need to change my settings?

If there is a green circle with two down arrows next to the unread threads list, it means you still have unread posts in there. If the green circle disappears, no unread thread. There is an icon dictionary at the bottom of one of the pages, don't remember where, that will tell you the code of the threads.