On my machine it seems gedit keeps its newly added themes at:
though I believe on some installations it is at:
The original themes are (on my machine) at:
So the information below isn't particularly relevant, though I'll let it stay because it might help in some way.
From the documentation at:
To install a style just place its XML file into a folder of the style search path.
A typical search path for GtkSourceView version 2 looks like:
If this does not work in your distribution you can find out your style search path with this python script. To run it you need the python bindings for GtkSourceView 2. In Debian-based distributions this is package python-gtksourceview2.
A typical search path for GtkSourceView version 3 looks like