The .conf file should be where I originally said:
%AppData%\CodeBlocks\default.conf...
However, codeblocks only saves the
changes you make. Therefore, a default install will not have any styles in that conf - even if you make a duplicate of a theme, no colors will be saved until you actually change some to be different than the defaults (which, as you've found, are in share\CodeBlocks\lexers). This makes sense as each theme can hold a configuration for all the supported languages (nearly 30) so the overhead would be huge otherwise.
To test I made a new scheme and changed the comment and preprocessor colours for c++ and the comment colour for css, closed codeblocks, opened my .conf and searched for 'mycolours' (the name of my theme). First hit was an entry setting it as the active theme, the next hit follows:-
<mycolours>
<NAME>
<str>
<![CDATA[mycolours]]>
</str>
</NAME>
<css>
<style9>
<FORE>
<colour r="0" g="160" b="0" />
</FORE>
<NAME>
<str>
<![CDATA[Comment]]>
</str>
</NAME>
</style9>
<NAME>
<str>
<![CDATA[CSS]]>
</str>
</NAME>
</css>
<cc>
<style1>
<FORE>
<colour r="0" g="160" b="0" />
</FORE>
<NAME>
<str>
<![CDATA[Comment (normal)]]>
</str>
</NAME>
</style1>
<style2>
<FORE>
<colour r="0" g="160" b="0" />
</FORE>
<NAME>
<str>
<![CDATA[Comment (normal)]]>
</str>
</NAME>
</style2>
<style14>
<FORE>
<colour r="160" g="160" b="160" />
</FORE>
<NAME>
<str>
<![CDATA[Preprocessor]]>
</str>
</NAME>
</style14>
<NAME>
<str>
<![CDATA[C/C++]]>
</str>
</NAME>
</cc>
</mycolours>
I then copied the xml block above and changed the name to 'mycolours2' (in all three places), messed with the RGB values and deleted the css section. Restarting codeblocks I now have another theme where the c++ comment and preprocessor colours are ugly (since I used random numbers!) and the css colours are back to the default settings.
Unfortunately, the xml looks nothing like the lexer settings you found so I wouldn't mess with trying to use them as a template - the best way to start would be to make a scheme where you just change every setting to something slightly different (change a single digit?) and then keep that as a template. Then you should be able to change the name, set the colours and paste into the config. Not as easy as a reg file but more configurable - maybe you could work on some import and export buttons!
Btw, In the xml above I noticed both style 1 + 2 are called 'Comment (normal)'. One is for a block comment and the other is for a normal comment but the gui config presents them as one setting and just sets them to the same value. By editing the xml by hand you can set them differently.
Hope that helps, I look forward to trying your schemes.
Jamie