Verizon is waiting for the 2 years end of contract for the 929 Icon to expire so you get another new phone with WIN 8.1,
The have lied from the start and will probably never update our phones. Time to change carriers.
I also have the Lumia Icon. I do have 8.1 Denim on it now. You have to do this OTA. A few disappointments though. The camera isn't updated, still slow. And would like to have "hey Cortana" for lockscreen also. You will get Cortana with update. Visited Verizon store, they have no answers for this. It will only come from Verizon when and if they will do the updates.
If you actually have the "Denim" update correctly installed on your Icon, you will have Hey Cortana (working from lock screen, AND when the screen is blank) and you'll have the camera updates as well. Check to see that your firmware is: 02540.00019.15024.38022
Cortana works from the Lock Screen:
> Make sure you have her turned on. (Settings>Hey Cortana).
> Go through the training (She learns your voice).
You should have a Cortana icon on your start screen. If it works from there, it should also work from the lock screen. Don't know if this is the case, but there are many Lock Screen apps. If you used an app to intercept (and enhance) the lock screen, that MAY be part of the problem. You should probably remove Lock Screen apps. (you can re-install if you want to).
Note: some of the problem descriptions I have heard about can be eliminated by removing the app that mimicked some 8.1 enhancements. For example, in 8.1 you get a sound slider bar if you tap the volume button and then the Down Arrow in the upper right (banner appears at the top of the screen). Volume control apps installed under 8.0 will no longer work and may interfere with 8.1.
cgsheen gave the correct version number (Settings>extras+info>) look down the list for "Core Build ID"
One app to stay away from... it will definitely cause a Lock Screen issue
"Live Lock Screen BETA"... It is definitely BETA and will cause a delay in getting to the lock screen from power down... EVEN after you uninstall.