I selected a theme at the boot up of the phone but when going back into settings to change theme's there's no option to do so, only thing in the (Theme & Wallpaper) section is Wallpaper Slideshow
ok... can you please show me a screenshot? Are you on the latest fw? 1910.64
Just in case follow this steps to change the theme:
Based on your previous threads and posts I think you are still on the first firmware that came with your tencent device.
You cannot update through an Asus supported method, however this does not mean that you cannot update your phone. There are tons of guides available on how to update your phone I suggest you follow those. Start with changing your fingerprint from CN to WW. After that you can update your phone to the latest WW firmware and you will have the themes. Search the XDA forum ROG phone 2 section if you want to learn how to do what I just said.
The mods on this forum can not and will not help you with this as they explained in previous threads.