I don't know which DNN version you are using, nor what problem you have. But if you want to have forum separated from DNN you can have clean standalone installation into sub-directory. I got latest YAF working in "DesktopModules/Forum" and its fully operational as forum.mydomain.tld ... Later I want to integrate it into DNN so users don't have to register twice, that's basically what module does, it feeds YAF with roles and user data.
I don't know to which theme problem you are referring, there aren't any setbacks or problems with DNN skinning. You can create page looking exactly way you want, without any obligations. You can create new aspx control into your skin, whole white with only one 100% width panel, you set forum page in DNN to use this skin, then you throw in module (disable displaying module) and forum will look all the same as it looks as clean standalone. Noone even have to know it's running inside DNN 😃