That's odd. Are you using autoboot Themehax, or the normal (hold L while booting) one?
Use EmuNAND Tool to backup your emuNAND. Note that this only backs up your actual emuNAND, not saves, games, etc.... To backup everything else, copy everything on your SD card to your PC. If you want extra security for your saves, you can use SaveDataFiler (or one of the homebrew save editors) to extract the saves from your games.
If I transfer my SD files to the computer, it keeps the Miis and profiles? Then could I transfer them back to a new SD card? (Save are done with savedatafiler, thanks!)