Resurrection Remix 7.1.2
Galaxy Note 4
Latest version of Nougat-compatible Substratum, from APKMirror
Substratum theme interfacer installed as system app
Latest stable version of Magisk
Latest Play Store/Play Services
Substratum theme mode: RRO legacy (ROM dev says there is limited OMS support, but Substratum doesn't detect it)
Latest Flux (black), Swift Black, Pitch Black, bought from Play Store
I tried upgrading/downgrading Substratum as well, made no difference. It successfully compiled and installed themes, but after reboot, no overlays present. I can see all the installed overlays in /data/app, though they don't show up in Settings' installed apps list.
I went looking for an alternative to Substratum, and found an app called Bucket, on F-Droid website. The app is old, your theme will probably have a lock icon on it, and the message "Theme is using unsupported template version". Just ignore this. Tap on the 3 dots menu in upper right corner of app, then "Installed". You should see a list of installed overlays, check off the ones you want enabled, then click the + button in bottom right, then "Enable selected". You might need to reboot too.
This fixed the issue for me, now Flux, Swift Black, and Pitch Black all work fine.
So, in simple steps:
Install your theme
In Substratum, compile the theme
In Bucket, enable the overlays
I'm thinking maybe this info might help others that are experiencing this issue. Of course, you don't need Bucket if Substratum detects your overlays.
Edit: I just discovered that, once enabled, the overlays will appear in Substratum, despite it saying no overlays installed before. So you would only need to use Bucket to initially enable overlays, afterwards you can manage them from Substratum.