The Invalid Theme Warning is issued in the following situations:

Change the web block to have the 'Title' and 'MainContent' placeholders, or change the theme Layout property to use a web block that already has these placeholders. See the requirements for the screen layouts.

Change the web block to have the 'MainContent' placeholder, or change the theme to use a web block that already has this placeholder.  See the requirements for the screen layouts.

Edit the web block and design it to comply with the requirements of a Menu Layout, or choose another web block.

See Also

About Themes | Design Screen Layouts