Every plugin (and themes are plugins) needs to have a start.php file in the root of the plugin's directory. So the path should look something like: Elgg/mod/seatheme/start.php
The theme needs to reside in the mod dir, and it must have a start file. If, for some reason it doesn't, then you would get that error.
Are you really trying to load three themes? Generally people only load one. I don't think that this is the cause of the error though.
It would be good if you spent some time with the Elgg documentation, specifically: http://docs.elgg.org/wiki/Themes