If you have made a song template with tracks and groups colored, these will be replaced with default colors when you switch to a new theme.
In my song template I use up to 4 groups nested.
You have to reload the song template to get the colors back, so don’t save your song template after changing theme or you’ll have overwritten your colors.
Just noticed this also happen when adjusting ANY theme parameter, you don’t have to load a new theme. If you have set a template with your own colors just open Renoise (tested in 3.1.1 - 3.2.2) and adjust the hue for example then at change all your colors switch to default across the board, you have to reload the song template to get the colors back.
edit: It only happen with an unsaved song using the song template.