You need a special modded kernel to get a Sense Rom booting.
Neither Siyah nor another CM based kernel boots up the Rom.
Sense isnt just a theme or a skin. Sense is much more integrated in the Android OS than eg Touchwiz.
You cant immitate the real Sense feeling with a launcher and some other nice Sense clones IMHO.
@OP: Shaky156 is one of the best Android/kernel/Sense Developers out here. Im sure he is able to help you.
Give it a try and contact him