This was a great crossword. I like themed crosswords because they can lead you to explore stuff about which you are otherwise ignorant. They enlarge your world. Recent examples are birds and swords. I had finished the puzzle but was totally unaware of the theme until I had a look at this forum.
I hope this is not a spoiler, but but I think the thematic names are grouped as follows: (8, 13), (16,4), (9,22), (5, 6, 29), (21), (3, 12). They might be described, not entirely accurately, as (5, 30), which refers to a certain tradition of using music to explore religious themes. I wondered about (12,7) but it's a bit of a stretch.
(33,27) is great because it is an exemplar of how to derive the theme individuals, but also a misdirect because it points to literature rather than music.
Thank you Qaos