I've no clue at all what could have happened, but Xcode lost all the theme over night. I didn't install a new update. I just shutdown my Mac yesterday evening and today every single theme except the standard ones is gone.
I checked the directory: ~/Library/Application Support/Xcode/Color Themes and all themes are still available. I tried removing all but one that is fairly new to check if there is a problem with one of them. But it didn't help.
I also rebootet my Mac. I've no clue what happened?
Yesterday morning I created a new user on this Mac which has no admin privileges but is set as a developer via this terminal command:
sudo dscl . append /Groups/_developer GroupMembership <username>
Could this be the cause?
Install Alcatraz and solve your issues once forever :)