Thank you for your question.
Themes can be set only at a control level, but not at an element level. This is the reason why you cannot set a theme for the buttons in the GridViewCommandColumn - because they are RadButtonElements.
In order to apply a custom style to RadButtonElement in RadGridView you should create themes for RadButton and RadGridView with one and the same ThemeName. Then, when you set the custom ThemeName to RadGridView control, the custom RadButton style will automatically be applied to RadButtonElement. I am attaching a sample project which demonstrates the approach.
If you have additional questions, feel free to contact me.
All the best,
the Telerik team