Cannot style frame-in-frame? Am missing something

I currently try to change an application from not being themed to being themed using the TMS components. I started with a new TMS 2019 application and adjusted menus etc. Since I have a lot of functionality implemented in frames already which I create at runtime, I wanted to do the same in the themed application.

So e.g. in the TMSFrame with the file menu (unit1 when new application is created), I want to show frames in the client area when the corresponding wedge item is clicked. I began with one frame loaded to test what to do to get themes/styles right for the rest. And already this is where I fail.

I replaced all non-TMS components with TMS components on the frame (checkboxes, edit fields, etc.), and I dropped an AdvFormStyler on the TFrame. This frame I instantiate when the file menu frame is created. Then in the main form's existing OnApplyStyle after the file menu's SetAppStyle is called, I link the frame's AppStyle to the main form AppStyler:

  FRM_FileMenu.Frm_UI.FORMSTYLER_OptFrame.AppStyle := Self.APPSTYLER_Main;

When I run, nothing happens. I first had the correct background, but wrong font color, but this was inherited from parent background etc. So when I uncheck those parent attributes of the frame to instantiate, I have no styling at all.

Went through the manuals etc., but cannot find anywhere what I have to link with what and which attributes to check so I can have a frame created at runtime into e.g. the file menu frame... and everything is styled. Played with attributes "AutoThemeAdapt", "Themed", setting "Style" explicitely and so on, no success.

Any hint welcome!