I will provide 2 methods that I think are appropriate to the question:
First Method:
There are several possibilities that can be used in this case, one of which may be the easiest is to use a plugin , there are several plugins for the effect of backups, these plugins will be sent to your email backup your website as it is at the time it is backed up, then if you want to go back to the old theme again just go back to the backup.
Second Method:
But the way I advise is not this, since during the process of backups there may be some errors, which can be due to several reasons. I advise a Backup Manual , using the FTP tool, for example the Filezilla FTP program, the FTP features of your website are made available by the hosting provider in your panel of control.
Already inside FTP , you can copy all files and save to a folder on your computer, keep that same folder saved. You can then change the theme if you want to go back to the previous page, go back to FTP and delete all the files and restore all the files that were in the backup folder on your computer.
These two methods will save changes to your theme in your backups. when reset it keeps those changes and has nothing of the later theme that you put.
(An extra, if you want to search for some plugins for this subject or other subjects, you can do so at WordPress Plugins ).
I hope I have helped. Best wishes.