When you customize a theme for RadSplitButton, you are not able to change the color of the action button element when it is pressed and the drop down is not opened. 

Workaround:
this.radSplitButtonElement2.ActionButton.MouseDown+=ActionButton_MouseDown;
this.radSplitButtonElement2.ActionButton.MouseUp+=ActionButton_MouseUp;

private void ActionButton_MouseUp(object sender, MouseEventArgs e)
{
    this.radSplitButtonElement2.ActionButton.ButtonFillElement.ResetValue(LightVisualElement.BackColorProperty, ValueResetFlags.Local);
    this.radSplitButtonElement2.ActionButton.ButtonFillElement.ResetValue(LightVisualElement.GradientStyleProperty, ValueResetFlags.Local);
}

private void ActionButton_MouseDown(object sender, MouseEventArgs e)
{
    this.radSplitButtonElement2.ActionButton.ButtonFillElement.BackColor = Color.Red;
    this.radSplitButtonElement2.ActionButton.ButtonFillElement.GradientStyle = GradientStyles.Solid;
}