Maybe you could have a look at this article, still valid for CP9:
Captivate 8.0.1 Install? Keep your Customisation! - Captivate blog
All depends where you stored the custom themes. I tend to store them with the project, not in the default themes folder which will be deleted if you follow the reinstall instructions, including deleting several folders in Public documents. About themes:
What's in a Theme - a Template? - Captivate blog
As for shared actions: they are stored in the Library of the projects which use those shared actions. Much used shared actions I am storing in a separate project. You can always open the Library of any project in another project with File, Open External Library. There isn no reason whatsoever why reinstalling Captivate would delete projects. Another link, also still valid for 9:
Reuse Shared Actions in other Projects - Captivate 7 vs. 8 - Captivate blog