I registered just to post this.
I'm on 10586.420 latest also, and you are seemingly the only person i've seem with the related issues i'm having. I did all the steps as yourself and see the themes, but explorer background is still white and not changed to dark like the themes i've downloaded. So I really can't tell if the themes are incompatible with .420 or the .420 locked down themeing?
My issue is:
uxthemepatcher seems to work because it creates a dll.backup and a seemingly patched version of the themeui,uxinit,uxtheme .dlls. I reboot, try to apply themes and some things change like background but explorer windows background are still white and not dark like the themes should be (Ive downloaded Ades and After Dark theme, that should be for TH2 release 10586)
Anyway...my issue is this: I can rename themeui.dll to .dll.del, but when I try to copy the patched x64 file to the sys32 folder, I cant, it says basically file already exists and never lets me copy it over/overwrite it.
And of course I have the take ownership reg installed.
I'm on the latest 10586.420 and have installed uxstyle at some point, but have it uninstalled ATM.
Why is my themeui.dll either locked/inaccessible/hidden. I can delete the themeui.dll renamed to .del.dll and delete it from the recycle bin. But still can't copy the file over, like the real themeui.dll file is being hidden/inaccessible?