When I go to the antiX Control Centre and choose Desktop > Edit IceVM Settings something opens and immediately closes and I don't get an opportunity to edit those settings. Any idea what is happening?

No idea what's causing that result for you but that ("edit iceWM settings") control center link is indented to launch a multi-tabbed geany text editor instance, containing
~/.icewm/keys
~/.icewm/preferences
~/.icewm/startup
~.icewm/menu

Manually, you can accomplish same from a terminal prompt command:
geany ~/.icewm/keys ~/.icewm/preferences ~/.icewm/startup ~.icewm/menu
or launch rox-filer (or spacefm) file manager, browse to your ~/.icewm/ directory and individually load the files into text editor.
I would recommend browsing with file manager anyhow (the directory contains additional tweakable settings files you may not yet realize exist)

Thanks very much!

I have discovered that Geany is closing immediately after opening. Should I make a new thread for that?