What you are asking is... not easy to figure out, unless someone had the exact same question as you for the exact same program and even version. The reason is that each software company and programmer can choose their very own and unique way on how to implement that. There are multiple ways to do this and then multiple variations and options in each way. They could use a registry key as you said, or an ini file or a settings file, or even can modify its own exe file.
Let's say they do it with a registry key... under what section and what name? A programmer has the freedom to create any key and any value for that key and place it in almost any section and so.. searching the registry for a specific name would be kinda useless. He can easily name the key Macrium_color_theme or potato_ketchup. Let's say they use a settings file? Which file, and where inside that file... you get the idea.
The only viable and not 100% guaranteed way you can try, is to use software that tracks windows changes during installation, locate which keys and files the software creates, keep a copy of those files on a different folder, do the theme change. and then compare the before and after folders to see what changed happens to the files/registry keys. Tedious work but... that's how hacking is.
One such program is systracer and can be found here.
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You can use any tool to compare the content of 2 folders like WinMerge. Google can help you more on this as most programs are free to use.
Other than that I don't think you will find a direct answer and I assume you tried to google about it. If there isn't anything else to add, I think we can close this thread.
