This might happen when you added new custom colors while you had 2 GoodNotes windows open in Split View, or you added those colors to one GoodNotes window in Single View but are working in another.
While we're looking into improving this, to avoid this from happening, please do the following:
1. Close all GoodNotes windows: Long-press the GoodNotes icon > Show All Windows, then swipe up on each of the GoodNotes windows.
2. Launch GoodNotes and add custom colors in that single window. As you work, add more colors to that window only in order to make sure they're saved.