You can only save files in /tmp/config, which is why there are links from the home dir /tmp to anything that needs to get saved in /tmp/config.
I think (in the lastest buildkit) that all of /etc may be linked to /tmp/config/etc .. you may be able to create /tmp/config/etc/X11/icewm/preferences which *might* be read before the one in /usr/X11R6/lib/X11/icewm .
My suggestion, if that fails, woul be to get the latest build kit from ia1hacking, and add to the intit scripts that craeate the links, or replace the offending files all together. =)
/tmp/config/show should work.. also you can call programs at boot time AFAIK with /tmp/config/profile.
Hope that helps..