I was about to answer this post last night when I had a plumbing emergency – water seeping through the kitchen ceiling no less – so I am sorry to say I got a bit distracted! But I had got as far as loading up your forum page and taking a look at the source being created.
I may be wrong but I rather thought I saw no query variable being passed for the colour overlay which would explain the lack of the overlay but not why it was missing. Brandon was right up to a point but it is not that you can not load the php files as css – otherwise you would not have seen the base ‘default’ style file.
Now I may be wrong and I might have just mis-read what I saw oh so briefly before my wife felt an unexplained drop of cold water slide down her neck – but I think the query variable denoting the overlay file might have been stripped from the generated html. And if this was so then the actual question is what is doing it? Something on your server but I do not know what. And the only way to confirm if I am right – is to go back to the default theme temporarily so I can double check.