I finally figured it out!

Looks like my issue was that the .theme files from the themes I am using (from cleodesktop) are slightly different from yours. For example, the line Path=%ResourceDir%\Themes\Penumbra 10\Penumbra 10.msstyles didn't change with replacing resources\themes with resources\themes\aero\aerolite.msstyles.
I checked all my .themes files manually to make sure all theme\my theme directories were changed correctly and now it works

Thank you Mr GRiM!!