I found a way. So you have to open the [ZL HUD | sandbox] addon with a GMA file opener.

> This should give you a new folder named (zl_hud__sandbox_1478938930).
--> In this folder go to the (lua) folder
--> Then go to the (autorun) folder
It should look like --> garrysmod/addons/zl_hud__sandbox_1478938930/lua/autorun

> There should be a LUA file called [zl_hud.lua]
--> open Lua file with (Notepad).
--> Look at (Ln 145) to (Ln 170) of code <----- 'the OP made a typo.'

> Replace all the "SD" with "tfa" <---- 'For example, SD_bullet, needs to be, tfa_bullet'
-->There are six "SD" that need to be replaced with "tfa".

>Finally, go to the (file tab) in Notepad and hit (save).
This should fix the problem because the missing sprites were imputed as a typo. Hope this helps.