I don't think custom backgrounds is the answer. Especially given that almost everything else in the game is available to us in a file somewhere.
Some investigation has revealed the following:
The Graphics for the Arrows is contained in the file BackdropInGame.tga
The Individual Arrows are defined in the file Screen-InGame.brushes
The Individual Arrows are given a name, for want of a better description, in the file ResearchScreen.window
However I have not yet managed find where the Arrows are used to allow them to showup in the Research screen.