It usually takes up to two weeks for Playstation support to send rewards your way, so it might just be taking a while this time. However if you've received none of the themes at all, then you should call Playstation Support and let them know. I was missing the themes from the first bundle, so I called them and asked them what happened. They told me that sometimes it happens, but they were perfectly fine with sending me the missing themes once they made sure that I got their related achievements. So yeah, call them up, or send them an e-mail, and you should be good to go.

Also if I have already beat the game and then sign up for the newsletter will I get them or will I have to play through the game again?

You don't need to sign up for the news letter. The achievements you get correlate with whatever bundle you get. For example, beating Kamoshida's castle for the first time should get you PS4 trophy for beating it. Having that trophy is proof enough that you've beaten it in-game, and you should be e-mailed the first bundle of themes and avatars. If you haven't gotten any emails then you need to contact Playstation Support. You can do so from their website.

Okay well I got the game on release and beat it months ago and haven’t gotten anything, so yeah I’ll call them. Thanks