Changing preset colors in Keynote
This drove me nuts forever! It's actually pretty easy (but a little tedious). Just like you can drag a selected color from the picker to create a default (opened with the picker wheel) color OR create a new palette – once you've selected your color it will appear in the presets as the "current fill". Then, just drag the "current fill" color box onto the default palette color you want to modify. 

Here I've already dragged my grayscale and just added light indigo from dragging the current fill box to the color fill box.