Looks like a variation of #153794 has resurfaced. Using keepassx-2.0.2, there is no icon in the menu entry. There is an icon on my debian/fedora machines, so looks like a packaging issue. I do see plenty of icons in ${WORKDIR}/keepassx-2.0.2/share/icons/application/ fwiw
A couple of day ago, I had the same issue, also no translation available. Since around yesterday, I have keepassx with desktop icon and Portuguese translation. Looks like it just fixed itself in spite of not updating or rebuilding keepassx, as far as I know. I don't know what fixed it, neither where to lookup to find it.
This is because keepassx ebuild is not running desktop, icon and mime updates. This could be done using xdg.eclass for desktop and mime updates and gnome2-utils for icons.
Fixed with a revdump with permission from Lars.