It's unlikely you're going to find a theme that's compatible with all extensions, much less advertise compatibility.
I would recommend focussing on finding a high quality theme from a trusted developer (look for positive reviews on marketplace.magento.com).
Good extensions should be relatively compatible with any good theme. Some of the extensions that you mention are unlikely to be very theme dependence, i.e. advanced report is an admin feature, one step checkout handles most of its styling itself, cash on delivery is a built-in payment method that doesn't require any support, affiliate is likely to not need much in the way of styling.
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