First you need to open the Palettes Window:
Screen Shot 2022-06-20 at 9.09.41 am.png
Then click the Export button:
Screen Shot 2022-06-20 at 9.09.35 am.png
you could try restoring this file:
~/Library/Containers/com.sweetpproductions.ColorWell/Data/Library/Application\ Support/com.sweetpproductions.ColorWell/Palettes.storedata