The flashing skull icon means that the monster is weak enough to be captured and will likely head back to its nest to rest.

The drooling monster head icon indicates that the monster is exhausted and will likely look for food to regain some stamina.

The green numbers with a plus indicate that the monster is above you by X distance units(?) where the X is the number. Conversely, the red numbers indicate that the monster is that many distance units below you.

Additionally, there will sometimes be a black X on the map and an arrow leading from a monster to that X. This indicates that the monster is heading to that location, so you can just go there instead of directly following the monster, as sometimes monsters can go through paths that are unavailable to players.

I haven't seen the "U" icon you've mentioned, so you may be mistaking it for something else.

The flashing skull icon means that the monster is weak enough to be captured and will likely head back to its nest to rest.

The drooling monster head icon indicates that the monster is exhausted and will likely look for food to regain some stamina.

According to posts here, the "U" icon indicates the monster's temper (it's actually an eye). White indicates the monster is not aggressive towards you, yellow means it is aggroed to you, and red means that it is enraged.

The green numbers with a plus indicate that the monster is above you by X distance units(?) where the X is the number. Conversely, the red numbers indicate that the monster is that many distance units below you.

Additionally, there will sometimes be a black X on the map and an arrow leading from a monster to that X. This indicates that the monster is heading to that location, so you can just go there instead of directly following the monster, as sometimes monsters can go through paths that are unavailable to players.