As the title says, Cold Sweat's GUIs don't turn into dark mode when using Mindful Darkness.

Did you add Cold Sweat's GUIs to their config? According to the mod page:

Mindful Darkness does not automatically darken every gui texture in the game, instead you have to manually specify in the config which textures are affected. Resources can be specified using '*' as wildcard char, can affect all or just a single namespace and you can use '!' to exclude resources.

Which texture paths should I add to support Cold Sweat GUIs?

This directory contains all GUI elements in Cold Sweat:
assets/cold_sweat/textures/gui

Thanks for the tooltip, it worked!

You'll need to ask for support from their end, then. I don't know how the mod works

It works now, the issue can be closed