Arrow shape knowledge check

You can change lesson markers from the contents page in the editor. Mouse over a lesson and you'll see a '...' menu icon appear on the right, from which you can access some additional options including changing the icon; unfortunately there's only four to choose from.

As for the non-standard block shape, I'd guess they're using a semi-transparent image as a separator. I've attached an example to this post: add the SVG as a full width image block and the upper part will display the block's selected background colour.

For best results you'll likely want to adjust the block's padding to 0, and ideally disable Block Entrance Animations if it isn't too detrimental to the rest of your project. (It would be useful if we could disable those per-block.)