The issue may be that you don't have enough renown in your current campaign yet. At least as I recall from the stock game and GWX, you need to raise a certain amount of renown before you can unlock/access the emblems. Otherwise when you go to the special menu there's just nothing to select. And I think the first emblems you get to access are usually limited to just the flotilla emblems. If this is the case then you just need to do some patrols, sink some stuff, then have a beer and admire your new emblem. All good things come to those who wait!
I think some mods (NYGM?) might unlock them all from the outset. Maybe someone knows how they do this. Another more complicated but effective method is to modify the conning tower texture with an art program. Best of luck!
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