Download the list of themes from the client directly

We should just load the themes.json file from the client directly, and not on the server (since it's generated by and served in the client, while the API server might live on a different server). It adds one request to the client, but it's likely this won't matter when performing requests in parallel with Promise.all. This also fixes make dev without a first make build before.

Also fixes another small issue: when the backend init() request failed, because of the catch in store's init() function, we wouldn't re-throw the error and the above Promise catcher would interpret this as a success, thus resolve and try to set up the application. We actually want to stop loading the application in this case, so explicitly re-throw.