You have to “save the theme after modification” and then “load that theme” back into themes.
So once you have saved your theme, go to “Menu / Settings / Appearance / Themes”. Then scroll right to the bottom and click the “Import” button and select your saved theme.
You will then see your saved theme appear at the bottom of the themes in eM Client. Lastly click on your saved theme and click apply and save.
Then close and reopen EM Client and it should be there permanently.