I've noticed that there other posts relating to the colour picker not working in the Garland theme (self-hosted), and I've managed to solve that little dilema myself. The problem I'm having now seems to centre around the Save Custom Colors button, under Design | Color Customizer.
Clicking on Save Custom Colors seems to remove the pretty looking layers of varying colours and shading, and leaves me with a plain white inner column, and pale blue everywhere else. This happens whether I change the colours in the Color Customizer and save, or even if I do nothing at all and save.
An interesting note - clicking on Reset to Default Colors does just that, and brings the original colour scheme back. It's just applying the new colours (that were picked with no problems from the colour wheel) that is the problem.