If anyone is still having troubles getting custom themes to work with MenuHax, I have found a nice app to help.
First, you will want to update your MenuHax.
(Version 2.2 is what I have, so I can confirm that it works.)
Second, you will want to download Tinker. Tinker is based off CHMM2, and designed to work with MenuHax.
(Version 1.0.2 is what I have.)
Place your themes in the same folder as CHMM2, then set your theme in Tinker.
It will copy the required files, and send you to the MenuHax screen, where you will need to choose "Install Custom Theme."
After that, you can restart your 3DS, and you are using your custom theme, while still having access to the Homebrew Launcher.
Enjoy!
Links
MenuHax GitHub
Tinker on GBATemp
Tinker GitHub