You've missed a step. Needs to create or edit a style and apply this theme layer instead of the default theme layer.

@Pne: go to Your Styles, the style you're using should be in bold. Click the edit tab, at the bottom there's a series of drop downs, for the 'theme' layer the default will be selected, but if you click it, the drop down will give you a list of all available, one of them (likely at the bottom) will be your new layer (remembering the layer number from the Layers page will help with that actually).

If it still doesn't work, then Fey's below comment might help.