Add themes in $ZSH_CUSTOM to the pool of candidates

Also add comments and unset leftover variables, and print only the
name of the theme loaded.

When looking for $ZSH_CUSTOM themes, the chosen algorithm is to add
the theme names to the pool disregarding the path, and then source
whatever theme is selected with the same logic as the init script,
which is to source first custom themes even if there is another
default theme of the same name.

Co-authored-by: Mihai Serban <mihai.serban@gmail.com>