Update THEMES.md regarding custom syntax themes

[naseschwarz]

Update THEMES.md:

• Config syntax (already in Add doc for syntax in THEMES.md #2570)
• Reference to syntect default themes list (already in Add doc for syntax in THEMES.md #2570)
• Custom themes:
  • Where to place them
  • What format they are
  • Maybe a link to https://github.com/filmgirl/TextMate-Themes?