Actually you can set up a whole bunch of docks with your most used icons with whatever urls you use and save them. Then, when you change icons, you switch to one of the docks with that set of icons.
f'rinstance: You use Partickle....make a dock with those icons and the ones for ie and email with their own urls. You also use, say, the baseline aero icons....and put those urls with those icons too. Repeat with each set you use.
Save those docks individually (if you have OD+), then....whenever you switch icon sets, switch the saved docks.
Lantec, I believe was relating to the strictest sense to the question "Will OD/OD+ automatically switch icons when I switch icon sets?" and he is right...it won't do it automatically. This is a work around.