It seems that it is unreproducible on current unstable. sphinx 2.4.x was landed into unstable and python3-zzzeeksphinx was upgraded from 1.0.20-3 to 1.1.5-1 since then.
In python3-zzeekessphinx 1.1.4-1, theme.conf was added as zzzeeksphinx/themes/zsbase/theme.conf and zzzeeksphinx/themes/zsmako/theme.conf. So, this issue was solved by uploaded python3-zzeekessphinx 1.1.4-1. -- Kentaro Hayashi <haya...@clear-code.com>