You cant save themes per se but, This is what PD help has to say:
Once you have created your content in the Theme Designer and imported it into the timeline,
you can edit it like any other video clip on the timeline. If you want to edit or replace the media used in the created movie you can do this in the Theme Designer.To edit created content in the Theme Designer, do this:1.Click on the created content in the timeline and then the Theme Designer function button.2.As required, edit the video in the Theme Designer.3.When you are satisfied, click OK to save your changes and import the updated created content into the timeline.
Panny TM10, GH2, GH4,