@netspinlab I think it is already working in 4.5.1. I just stumbled over this post because I thought this is still an issue but as @Sunny mentioned you just need to re-order the CSS includes in your file.
Ensure you include the files in this order and the select2 will have the right color:
- vendors.bundle.css
- app.bundle.css
- skins/skin-master.css (if needed)
- formplugins/select/select2.bundle.css
- themes/cust-theme-3.css
The important part is that the theme file is after the select2.bundle.css and then the coloring works. The select2 sample would need an update to indicate this. You can try it out on the demo page by opening the developer tools and just dragging the link tag with "css/themes/cust-theme-*.css" below the "select2.bundle.css" and you will notice that the coloring is applied from this point on.
Hope this helps.