"Problem": wxDefaultDockArt initializes colours and brushes based on platform and saves them in member variables, so if you change the Windows' theme those variables won't be updated, reason it'll paint a few things with the old colours.
At least for the Gripper, the problem can be found at line 451 of wxAUI/manager.cpp.
To solve this problem, instead of initializing those members in the constructor and using them in the Draw* member functions directly, a function call should be made to set the right brush and colour. This function should be inlined and take care of all those platform dependent issues (just like the constructor does).
That way the caching is removed (would be better to keep it, but you see what we get) so the right colour is always applied.
Another approach would be updating those colours when the theme changes, but how would we know it?
Now we know it's a wxAUI's bug and we even know the cause, it should be reported to the wxAUI's developers.