I first compiled it using the default flags + THEMEDATA_PATH (which leads to an umcompressed body_lz.bin) on Ubuntu 15 64bit
with devkitARM which I got here (
http://wiki.gbatemp.net/wiki/3DS_Homebrew_Development#Linux_.2F_Mac_OSX )
Also compiled the themehax installer as well (which is in the subfolder) and put those two files into /3ds/themehax_installer and the compiled menuhax_***.lz files into /3ds/themehax_installer/<insertsubfolderwheretheyusuallygo,iforgot>.
I still had another folder in there from the old version, gotta look which one it was later.
Before installing, I switched my theme to remove the hack, then got back into HBL via tubehax and installed themehax using the default options.
Then I opened FTP-3DS (just to get access to my SD card) and as mentioned, copied the menuhax19456EUR.lz (which was used by the themehax_installer)
to /3ds/CHMM2/Themes and renamed it to body_LZ.bin. Also moved the bgm.bcstm there (which is just a renamed BgmCache.bin).
Then I just opened CHMM2 and installed that and it worked.
Btw I have 10.0.0 EUR on new 3DS, maybe its just a bug on your version?
Can't really say anything more than that.^^