Regarding your questions
how can I add a folder to favorites and make it appear on the left sidebar ?
Are you using the favorites button? if so, first go to a folder you want to add to it, Then simply click on the "favorites" button and click "Add to Favorites".
To move it to left Sidebar. simply right click on toolbar, go "customize" then drag the favorites button to the left Sidebar.
And how can I add the line divider like I have in the sidebars?
Right click on a toolbar - Click "Customize" - then right click on the button where you want to add the line divider and click "Begin new group".
Regarding the theme variations if I edit one theme and change it to a different color whatever customization I did won't appear on the new color bar right ? is there a way to change this ? Unfortunately that's one of the limitations of this Theme (configuration), it works by opening and closing different toolbars (changes won't apply to other toolbars).
ALSO From your picture I've noticed you have an annoying white box (where it has "Single - Transfer - Misc View - Misc Transfer - Explorer - Metadata")
To Fix\remove this white box do the following...
“Setting” - “Preferences” - “Colors and Font’s” - “Folder Tabs”.
uncheck “use system colors” then
Make selected and Unselected Text = White
Make selected and Unselected Background = Black
Feel free to send me a personal message to continue this Conversation if need be.