Yes purchasing 4.1.x gets all 4.1.x releases (4.0.x had 30 releases and lasted about four years, to give you an idea of how it adds up).
Also the theme changing bug is fixed in 4.1.1.
It should work if:
1. The theme is in the theme folder
2. You use the exact name of the file before the ".4coder" as your theme
3. 4coder actually finds and loads the config file - which you can confirm by looking at the messages buffer and seeing what it loaded for default_theme_name?
If you confirm that all of those are true but it's still not working please make an issue on https://github.com/4coder-editor/4coder/issues