Version 8.1.9, but probably happened sooner. 
I can import a custom palette, but it doesn’t show in the designer. If I import again, is asks if I want to overwrite. So, it appears the the import somewhat works.
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Same problem here 8.1.21
When I import into a complete new project it works. But not an existing one.
Still a problem in 8.1.22.
I can import a custom palette, but it doesn’t show in the designer.
It does not display in the export either. ExportedFile.zip --> com.inductiveautomation.vision is missing custom-palettes subfolder.
There might be a workaround. Import the project that contains a custom palette and make it inheritable. Then, set your existing project to inherit from it.