Hi @Michael_Thomas,
Welcome to the community 
It’s great to hear that you’re exploring Cwicly and considering your approach for building.
Your question is a good one, which often depends on your specific needs and preferences.
Essentially, the Cwicly theme is meant to be a “blank slate” for you to build your own theme from scratch with all the flexibility and customisation you could possibly need, within the Full Site Editing experience.
As mentioned by @StrangeTech, this allows for possibly the cleanest build as there aren’t any styles or limited customisations to override.
If you are looking for a blank slate, then using the Cwicly theme or a custom theme boils down to the same thing.
The Cwicly plugin can be used with the Cwicly theme or any other third party theme.
The intention is to offer a way for users to build their own block theme.
Please don’t hesitate to share any other questions you may have.
Sorry to hear you’re experiencing trouble with filters with third party themes, @JacobDK.
To clarify, all Cwicly blocks work independently from the Cwicly theme.
Could you possibly share a screenshot of your console log?
Thank you in advance.