Lets say I create a new workbook and show something like Sales by Region from the Superstore dataset. I get four nice blue bars.
I click the blue square in the color shelf and select the color to be a custom color, a nice greeny/yellow RGB: 203-208-2. I like that color so I "Add to Custom Colors". Now my first custom color is my nice yellow. I can thus have yellow bars. Great.
I save my workbook (either as a TWB or TWBX) and close it.
Annoyingly, when I open my workbook (the same workbook), the bars are still yellow, but when I want to use that color again, My Custom Colors are gone.
I know I can define custom colors of a different sort (through http://kb.tableausoftware.com/articles/knowledgebase/creating-custom-color-palettes), but that technique doesn't let me define this sort of custom colors, and the GUI method to do so isn't robust across sessions.