I have a vague recollection of something similar plauging a customer for weeks. It ended up being the result of caching software on his server (intended to speed up his main website).
Even that seems impossible to me, but it’s the only possible cause I can think of.
Here is something you can try. After configuring your theme settings rename /include/staff/theme.inc.php.
Renaming it will make it inaccessible.
Thus you’ve ruled out that a human or process is reverting the settings by interacting with the webpage.
If the settings revert it means that a human or process is somehow interacting with your database.
At least then you’ll be a bit closer to figuring out the cause.
Please let me know what you determine.