I've got news about the themes: I got it working by:
1) making a cook with Port to CM Nightly (because I use Nightly)
2) Reboot to recovery and TAR backup (data)
3) flash new ROM (wiping dalvik with the flash)
4) reboot, apply XML in CM settings. Next reboot will fail (stuck after loading bar)
5) reboot to recovery again, TAR restore data with format
6) reboot, re-apply XML
7) reboot and it works!
I'm sure there are some steps that I could've do shorter but, whatever, this is the way it worked. If someone know why I had to TAR restore to make it fix the settings without crashing at boot...
Edit: Tried again with RedDevil (previous was GrayscaleGreen) and they were not that beautiful (limit to ugly at times...) so I don't even know if they're correctly applied... despite of XML.