where do I find theme settings?

While global settings may not include an explicit configuration for a global theme, you may still set one which is from then on respected in any apps (unless they override any theme settings):

  let customTheme = {
    fg:g.toColor(0,0,0), fg2:g.toColor(0,0,1), fgH:g.toColor(0,0,0),
    bg:g.toColor(0,1,0), bg2:g.toColor(0,1,0), bgH:g.toColor(1,1,0)
  };
  let globalSettings = Object.assign(
    require('Storage').readJSON('setting.json', true) || {},
    { theme:customTheme }
  );
  require('Storage').writeJSON('setting.json', globalSettings);

It is important, however, that you use g.toColor in order to get the proper color values for the Bangle.js 2!