I'm not sure what this "Dark" setting is that you're referring to. The 'Appearance' or the 'Icon & widget style'? Either way, neither of those affect the folder color and doesn't matter what those are set to.
You need 'Color' set to Multicolor, and 'Folder color' set to Automatic. I've circled both of these in the screenshot below. All other settings are irrelevant.
View attachment 2615309
If you're wanting to use 'This Mac' (dark blue) as the Color, then you'll need to drag the slider to a blue that's close enough to what you're after for the Folder color. Or use the Color Picker tool to grab the color of a blue folder from a screenshot.