I think in MSW toolbar.cpp, we should handle the case if nmtbcd->nmcd.uItemState == CDIS_SELECTED to draw a custom background in dark mode. Otherwise a light blue background is draw.

Before the change:

After the change:

How to get the state CDIS_SELECTED:
Click on a toolbar item and open a popup menu inside the item click handler as shown in the images.

Thanks, I can reproduce the problem in the toolbar sample with:

diff --git a/samples/toolbar/toolbar.cpp b/samples/toolbar/toolbar.cpp
index de8f87f7a4..5c287ae68a 100644
--- a/samples/toolbar/toolbar.cpp
+++ b/samples/toolbar/toolbar.cpp
@@ -959,6 +959,13 @@ void MyFrame::OnToolLeftClick(wxCommandEvent& event)

 void MyFrame::OnToolRightClick(wxCommandEvent& event)
 {
+    wxMenu menu;
+    menu.Append(wxID_ANY, "&First dummy item");
+    menu.Append(wxID_ANY, "&Second dummy item");
+    menu.AppendSeparator();
+    menu.Append(wxID_EXIT, "Exit");
+    PopupMenu(&menu);
+
     m_textWindow->AppendText(
             wxString::Format("Tool %d right clicked.\n",
                              (int) event.GetInt()));

and clicking on the "Save" button, so I'll push this soon (in a slightly modified/refactored way).