Hey Tom,
Pro > Theme Options applies to the installations using Pro 4.x.x or below. If you are using the Pro theme 5.1.5, you should be able to access it in Cornerstone > Theme Options. And if you have updated to the latest release, you can launch Cornerstone and find the Theme Options tab in the right panel.
By the way, there is a known issue in the latest release that some pages from the site demos will not be imported. If you need a particular site demo or page template, we advised that you install the previous stable version which is the Pro 5.1.5. Install the desired site demo or page templates and then you can update to the latest version afterwards.
Best Regards.