The attached patch has a new function current_colors_and_keys that combines ideas and code from both CurrentTheme and CurrentKeys. The latter are now trivial wrappers. It has a new test_config that tests both this function and _warn.
The changes to configdialog were tested 'by hand' by loading config-main.cfg into an editor, applying every theme and keyset combination I could think of, and each time re-loading the user file to see what was written. The patterns produces were used in testing current_colors_and_keys. These tests and similar configdialog tests could be automated once I revise the user confighandler so it can write to a StringIO.
Barring a reason not to, I plan to apply tomorrow to 3.6 so this gets into alpha 3. Backports can be done later, maybe after the configdialog tests can be automated.