New
#11
Yes every time you change to a new theme or make modifications to an existing theme you still have that unsaved theme thumbnail in upper left corner, Only when right clicking and save as, then naming the unsaved theme does it get alphabetically added to My themes.
I remember having the same issue the first time I made a Sideshow and windows would not remember my changes, the only way I had success was right clicking, save as + name the unsaved theme after every change (eg: A1, A2, A3...) until I was satisfied with my changes