Okay this is a weird one then. If you have sucessfully created .clr files - and have sucessfully loaded and unloaded them....
Here is something to test.
#1 Open the colors dialog box, and make sure that you have saved your preset (the disk icon at the top of the colors dialog box. I use a name like Don01, Don02, Don03, etc to keep my presets in order
#2 I always click the icon twice to have Sonar ask me if I want to overwrite the existing configuration so as to make sure it has in fact saved as I intended.
#3 Then click on the default all colors button - DON'T SAVE this preset (you should notice your preset should now have an asterik indicating the preset has changed
#4 Now pull down the preset drop down list and find your custom preset by name - when you select that, Sonar should revert back to your custom colors - now save the preset again possibly this time with a Don04 name (click twice to make sure it saves and asks you for an overwrite)
#5 Now you have gotten Sonar to respond to the current preset with changes
#6 Now import your or my .clr file and then save a preset with another name.
All of that should reconcile the imported color scheme with the current preset. Good Luck.
-D