Have you created any custom themes?
Simon, please.... I'm not "blonde"

Yes, I've created (and saved) 3 themes (MyTheme, MyTheme1, ...) and I can see it in Windows registry (but not in any file!):
[HKEY_CURRENT_USER\Software\Sparx Systems\EA400\EA\OPTIONS]"LAST_THEME"="
MyTheme"
"THEME_DOCUMENT"="<DiagramThemes>
<Themes ThemeName=\"
MyTheme\" Paper=\"14465450\" ElemFillColor=\"14938876\" ElemLineColor=\"0\" ElemTextColor=\"0\" ShadowClr=\"12632000\" AttrColor=\"139\" MethColor=\"4210688\" NoteColor=\"16249847\" NoteTextClr=\"0\" NoteLineClr=\"0\" ConstraintLineClr=\"0\" NoteCompartmentText=\"8421504\" Screen=\"14803425\" ConColor=\"0\" Behavior=\"8421504\" ElemBorderWidth=\"1\" ConnectorLineWidth=\"1\" NoteItalic=\"0\" PaperGradientFill=\"1\" ElementGradientFill=\"1\" FontName=\"ARIAL\" FontSize=\"8\" BkgImage=\"\" Shadow=\"1\" GRADLUM=\"50\" GRADSTART=\"80\" ComplexGradient=\"0\" RoundEdges=\"1\" UseGroupColours=\"0\"/>
[...]
PS
Exporting it (and more) to *.reg file and then importing that *.reg on another computer doesn't change EA theme :/
PS2
I'm using EA v11 Corpo.