To my knowledge none of my novels or short stories have a theme ... unless it is the general one of good over evil. That one sort of comes with the fantasy genre in which I write. But I doubt there is any other theme -- at least I don't think there is.
I am told that there probably is a theme but I'm too close to see it. I'm not so sure of that. Because as I look at the entire series and I see how it unfolds, I notice a few patterns. I have three characters who are orphans from a young age. Is there a theme there? I don't know. If you count the magic gems as a character, that's four characters (I'd rather not count each gem individually because they all act the same way and are intended to be a unit).
I also have two characters that have estranged relations with one of their parents. Theme? No, other than it happens.
I suppose one theme of the series if you work hard you succeed, but that's not always true and I know it.
I do touch on and show racial tensions (between humans and elves, humans and goblins, and elves with elves; they are a divided race), refugees from war, and abducted children, but in the fantasy settings they look very different and are handled in a different way. Plus I don't know that I say anything about them other than these things are in the world. Be careful.
In one draft of the series I did make the point that humans are mostly driven by fear; I think I'm likely to make that point again if it works in the revise, but point comes later in the cycle, book 6 I think and I'm nowhere near ready to even think about that yet.
I suppose this all begs the question: is a theme required or necessary? No, not in fantasy novels and frankly I'm not trying for one, nor would I know how to construct and reinforce a theme even if the wind blew one into my story like a lost dandelion. On the other hand, if you can find themes in your work great; water them. Nurture them. But for me I've got a black thumb not a green one. Themes entering my domain are like Frodo in Mordor, I'm afraid.