This works nicely, once you import one from this location, other themes also pop up in the dropdown. Placing them there makes them non-editable since they are now considered native themes. Not a biggie, ofc. However, this seems like a more natural location for custom themes:
AppData\Local\UnrealEngine\Slate\Themes - it populates the dropdown and makes them editable.
Btw, the Steam one is the most awful shade of washed out green-grey I’ve witnessed 
@Rawalanche The OneGrayDarker seems like the sweet spot for me after almost 10 years of UE4, all of them are pleasing, actually. A big thank you! I spent half an hour fiddling with the sliders and couldn’t make it feel remotely close to OK 
To add to the themes topic. In order to modify the graph background colour: feed the brush plain colour image and, optionally, tint it:
