thanks to Joris' latest changes you may now configure the look of your theorems using the focus toolbar. Place the cursor on the environment you want to customize, then click on the little wrench in the focus toolbar or go to Focus->Preferences. You'll notice that you can even edit the macro directly. Customization is now a breeze! e.g. to change the default bold "Proof." text, use the "edit macro" option and change the bold to italics or whatever. Done.

Best,