Can't switch theme in MacVim
Are you sourcing your .vimrc.local by hand? That is not a standard file. MacVIM will read your ~/.vimrc and ~/.gvimrc. I'd suggest you keep your syntax settings in .gvimrc for MacVIM unless you want to use them in your terminal as well.

If you want to keep a generic .gvimrc that is shared by multiple systems and set your color only for this machine in .gvimrc.local you can put the following at the end of your ~/.gvimrc

" Allow for local machine-specific modifications
if filereadable($HOME . "/.gvimrc.local")
  source ~/.gvimrc.local
endif