Falls es jemand interessiert, habe es auf folgende Art gelöst (keine elegante Lösung aber es funktioniert):

In die Zelle, in welcher das Symbol stehen soll eine 0 eintragen. Darüber eine transparente Form legen, welcher man folgendes Makro zuweist.

Sub LALALA ()

    Dim Aktuell As Integer
    Dim Zeile As Integer
    Dim Spalte As Integer
    
    Zeile = ActiveSheet.Shapes(Application.Caller).TopLeftCell.Row
    Spalte = ActiveSheet.Shapes(Application.Caller).TopLeftCell.Column
    
    Aktuell = Cells(Zeile, Spalte)

    Select Case Aktuell
        Case "0"
            Cells(Zeile, Spalte) = 1
        Case "1"
            Cells(Zeile, Spalte) = 2
        Case "2"
            Cells(Zeile, Spalte) = 3
        Case "3"
            Cells(Zeile, Spalte) = 4
        Case "4"
            Cells(Zeile, Spalte) = 0
    End Select

    Selection.FormatConditions.AddIconSetCondition
    Selection.FormatConditions(Selection.FormatConditions.Count).SetFirstPriority
    
    With Selection.FormatConditions(1)
        .ReverseOrder = False
        .ShowIconOnly = True
        .IconSet = ActiveWorkbook.IconSets(xl5Quarters)
    End With
    With Selection.FormatConditions(1).IconCriteria(2)
        .Type = xlConditionValueNumber
        .Value = 1
        .Operator = 7
    End With
    With Selection.FormatConditions(1).IconCriteria(3)
        .Type = xlConditionValueNumber
        .Value = 2
        .Operator = 7
    End With
    With Selection.FormatConditions(1).IconCriteria(4)
        .Type = xlConditionValueNumber
        .Value = 3
        .Operator = 7
    End With
    With Selection.FormatConditions(1).IconCriteria(5)
        .Type = xlConditionValueNumber
        .Value = 4
        .Operator = 7
    End With

End Sub