I had a similar problem. Somewhere along the line, I changed my Tableau Repository so that it wasn't the My Tableau Repository. Once I'd done that, I apparently foreclosed the possibility that my custom color palette could be found in that folder. I reset it (look under File... Repository Location...), and now my custom palettes are back.
Please try to check if you have 2 different Tableau desktop installations on disk. Or better search for *.tps ans see how many files do you have.
here was the offical answer from Supporrt. Seems I was using the wrong color palette type.
Engineering has provided an update on the issue, noting the following:
If a continuous value (usually a measure) is placed on the Color shelf, the custom "White" color palette will show with its long lists of ordered “ramps,” both ordered-sequential and ordered-diverging. But only the ordered-sequential custom ramps show up as ordered color options for discrete fields (typically dimensions).
Please verify that the custom palette shows when a continuous measure is placed on the Color shelf, and let me know if there are any questions.
I only had one version and one a single.tps file. See my other answer as to what I was doing wrong.