When you open a color box to define custom colors then focus is set to last defined custom color. When change the color scheme as per your need and hit Add to Custom Colors then it will definitely overwrite the earlier custom color.
As a workaround, you can select the empty color pallet(small box in white background next to last custom color) and then define the color scheme for new custom color and press Add to Custom Colors .
Hope this will be of help.
Please correct me if I misinterpreted the requirement.