Zehnyu has gone through many, many songs over her ten years of play. However, while not a theme song, General Taylor is her funeral dirge. I feel like if that cat ever permed, it's what she'd be remembered for.
I use a play list that basically forces me through the major parts of her life as I prep for game; it grows with each new major event; it starts with "Touch the Sky" from Brave as her childhood/home and ends with "Sum of Our Parts" by Mary Lambert.
Durnic's theme song is definitely "Storming New Caprica" from the Battlestar Galactica soundtrack. Its very military with the percussion line, has a bit of sadness and then... triumph. Love this track.
I've grown away from having a full playlist, particularly since I have a loving spouse in the car up to game to talk to (who gets somewhat in the way of listening to music), so Ther never had a good theme song or a playlist. I used to have HUGE playlists for all my characters.
My new character has a theme song, which is "I'll Drown" by Sóley (specifically the live version, which has more happiness in it!):