i have windows 10 mobile on my lumia 1520 ... my wifi always automatically turns on after i turned it off ... and when i switch to light theme it's automatically turns to dark theme again
When you open the action center, long press on the WiFi tile and you'll be taken to a settings screen. Here, you'll be able to set how long WiFi will be turned off before it'll turn back on again - use the "Manually" setting to make the setting stick.
In Settings->Accounts->Sync your settings, turn off the setting for syncing your theme.