For instance, the color of the path line in the folder tree to the current folder doesn't appear to get saved with the theme, as well as whether that line is visible or not.
I suppose the visibility of the line might not be considered a theme value, but sure the colors should be.
Also background of the Network and Recycle bin doesn't appear to be themeable (they're just white for me, when the normal folder background is dark.
Confirmed. I've put it on our list.
ME too - I would like the Recycle bin to honor the theme I've chosen.