On my current user, I have a shell theme named Orchis-Dark, and I have an icon theme named Papirus-Dark.
How would I go about making these themes set globally? In a way that, when I create a new user, it will use those themes as the default, and when I am on the log in screen, it shows those themes instead of the current default that is Adwaita (I think) and Qogir-Dark
You could try this -
Put your configuration files into /etc/skel. The window theme settings are located at /home/YourUsername/.gconf/desktop/gnome/shell/windows/%gconf.xml so you copy the settings file to /etc/skel/.gconf/desktop/gnome/shell/windows/%gconf.xml.
Then you do the same for .gconf/desktop/gnome/interface/%gconf.xml, this is where icon theme and gtk-Theme settings are stored.
I seem to not have a .gconf directory, but I’m not sure where the config get saved either 
Did you make sure to show hidden files/directories if your using the file manager GUI?
I know it sounds stupid to ask, but just checking.
It’s usually always on, but in this case I tried finding it in a terminal, I’ve tried using the find command as well but it couldn’t find a directory named .gconf
I’ve noticed that GNOME Tweaks modifies the dconf instead, so is it possible that ~/.config/dconf/user may have what I need?
This won’t work when creating a new user.