As you have discovered, any options that you include which do not have names and values separated by a '=' sign will be stripped out.
themeUrl is a special case and is not a 'regular' Pro Option.
It must be set in the embedding code (as noted here).
If you want to incorporate a custom theme within WP-Juicebox, then you will need to modify the plugin's 'wp-juicebox.php' file.
Open the file in a plain text editor, scroll down to line 244 and just after the opening new juicebox({ line, add the following:
themeUrl:"snowboard/theme.css",
... ensuring that the path to your 'theme.css' file is correct.
Please note that the line number above refers to the current version of WP-Juicebox (v1.3.3.1).
I wasn't actually referring to the Wordpress theme we are using but rather to changing the Juicebox theme within the css. Are there any good tutorials on doing that besides the "Themeing Overview"?
The Theming Guide is certainly the best source of information regarding customizing Juicebox beyond what can be achieved with the available configuration options. Unfortunately, there is no tutorial for modifying the Juicebox CSS. If you wish to edit any of the CSS, then the best way to find out which classes you may need to change would be to use a browser's developer tools.
You are certainly free to modify the CSS as you like but please bear in mind that the stock 'theme.css' file within the Juicebox 'jbcore' folder' may change from version to version and with each new release, you may find that you have to incorporate your changes into a new CSS file. (This is why we try to accommodate most users' needs with configuration options and vector icons without the need to modify any CSS.)