If I make a custom theme, I don't see a way to save it. Am I missing something?
You are correct.
There currently isn't a way to Save your Theme Settings,
A WorkAround:
Exporting some registry Values.
This is the Registry Branch to Export, and then Later Import to restore a Previous Theme
Computer\HKEY_CURRENT_USER\Software\Totem\vghd\ui
The Left Image location is saved using an Absolute Path, so you have to make sure your Image stays in the same path
if you Later Import your saved exported registry settings.
You can Export the Registry Branch While iStripper is Running.
But you Want to Quit iStripper, then import a previously Saved export.
Then Restart iStripper.