As of Cyclone Slider 2 version 2.5.5, the templates Black, Blue, and Myrtle does not ship with the plugin anymore. You can still use these templates by going to the templates page and download the zip files. The installation instruction is in the readme.txt included with the zip.
The decision was a difficult one, as it will cause some already running slideshows to break, and thereby upsetting the user base. However, moving forward, we want to enhance the performance of CS2 which will benefit the user base in the long run. This is part of the ongoing optimization for the plugin.
If you are using any of the 3 templates above and is getting a template not found error, go to the templates page, download the zip file and install it in your template in your theme. If you have made modifications to any of the 3 templates and placed it in your theme, you’ll do just fine. If not, hit the contact page and let us know.