Yes, you can change themes on OPPO A37 very easily. OPPO A37 comes with OPPO theme store. There are many options available - both free & paid ones. Choose the one which you want to use. If it is free, you will be able to download immediately else you have to pay for it. Select the desired theme and click on Apply button.
No. Oppo A37f is not a waterproof phone.
Yes, with the help of HDMI cable you can connect OPPO A37 with any TV. But along with the HDMI cable, you also need to use MicroUSB to HDMI connector as A37f do not have HDMI port.
Once again Oppo has presented us with a device that is functional, to the point and performs just as expected.