How do I modify this?

[DiogoM-Almeida]

I want to create a header using a TFrame, where in this TFrame there will be a TButtom on the left, a TLabel in the center and another TButtom on the right.

The problem is that when I try to change the background using one of these components, the TButtom stops being rounded, in addition to remaining white, instead of taking on the color I configured.

[rdbende]

The widgets' style in this are made from a raster images and for performance reasons they can't include transparent areas. Therefore all image element has a solid background color, hence you can't configure the background color of the widgets when using this theme.
What you see as being rounded is basically just a clever hack.