KDevelop is a great piece of software and I enjoy it quite a lot!
In fact, I am certain that I am going to use it for the next rewrite of my project (Game-Editor2).
Currently, I am working on a fully-featured C99-compatible interpreter. Might as well make an integration of that too!

Anyway, the Windows binary version (currently 5.6.2) had an issue with theming that I somehow managed to find a solution for.
This post is to help others who have experienced the same issue (I did notice it's not just me), because I couldn't find anything that helps and I searched a lot.
Additionally, I'll describe how to set up a good launch routine for your applications.

1. The theming issue:
It seems that all themes do not affect the menubar as well as some other controls in KDevelop. Because of this, if you switch to a dark theme,
the text foreground color will be changed to a brighter color, but the background in the menu bar for instance will not.
My solution for this was to patch "qwindowsvistastyle.dll" which can be found in "C:\Program Files\KDevelop\bin\styles" (matching the default installation directory).
The new DLL is 304 724 bytes, which is nearly double the size of the one present along the installation (147 792 bytes). I obtained it from a fresh Qt installation that I retrieved via MSYS2 (base and tools package), but I am pretty sure it's shipped with all installations of Qt, just make sure it's recent.
(I do not program with Qt at all, so excuse me if I am not being correct)
That being said, you should also make sure that you are running the latest build of KDevelop.
This has fixed the issue for me and also gave KDevelop a better look in overall (bigger and more polished controls).
Does not seem to have any negative side-effects of the .dll being patched.

2. Configure your launch
Some people have had trouble setting up a launch. If you've used codeblocks then you should have its own console emulator, which is not a console emulator per se but a console launcher with some additional features such as pause and reporting process status and time of execution.
On Windows11 at least, you can use the same launcher, by navigating to the launch configuration (Run -> Configure Launches...), checking "Use external terminal"
and paste this command line in the text entry:
"C:\Program Files\WindowsApps\Microsoft.WindowsTerminal_1.16.10262.0_x64__8wekyb3d8bbwe\WindowsTerminal.exe" "C:\Program Files\CodeBlocks\cb_console_runner.exe" %exe
This will use the fully-featured Windows Terminal to launch the CodeBlocks console runner for your application.
Just make sure that the paths are correct for your installations.
Overall this seems like a very solid choice, at least for Windows 11 users.

Finally, if you'd like to download additional plasma themes, go to the kde store and pick one of your likings.
Close KDevelop if it is opened and put your .colors theme in "C:\Program Files\KDevelop\bin\data\color-schemes" (according to your KDevelop installation)
The program will load all valid themes in the folder on startup.