It is a custom theme from Agency with its own file structure.
Not sure what your interpretation of "custom theme" is.
Do you mean Agency is inherited as @Karmalakas asked?
If so, does it contain file /user/themes/yourtheme/templates/base.html.twig?
Anyway... The original theme Agency has the following line in /user/themes/agency/templates/base.html.twig: See line 14
TWIG
{%doassets.addCss('theme://css/custom.css',100)%}
If the "custom theme" did not override base.html.twig from theme Agency, or it still has that line in its template, you can add your css in file /user/themes/yourtheme/css/custom.css.
@SportStau, The pipeline was not the issue, because earlier this morning, I saw custom.css and its css being loaded in my browser.
Maybe your browser hasn't refreshed back then?
When working on html, css or js, it's a good practice to open the DevTools window and disable cache when DevTools is open. In Chrome it has a permanent setting for this: Disable cache (while DevTools is open).
I assume other browsers offer a similar setting.
Also the cache of Grav might sometimes lead to head scratching. It can be switched of in system.yaml.