I installed KDE 5 into /opt/kf5 and sddm into /usr. I wanted sddm to use the native breeze theme. At first, it did not find qml files, I made symlinks from /opt/qt5 to the corresponding folders from /opt/kf5. Now it tells me that it cannot find "oxygen" icon theme and there are errors like these :

QObject::installEventFilter(): Cannot filter events for objects in a different thread.
QObject: Cannot create children for a parent that is in a different thread.
(Parent is SDDM::GreeterApp(0x7fffba842e70), parent's thread is QThread(0x244ae60), current thread is QThread(0x24876d0).

How could I make it use this theme ?
sddm runs with the breeze theme but there are missing icons on the screen.

Make sure /opt/kf5/share is in XDG_DATA_DIRS in sddm environment. Or, if you like ugly hacks, try symlinking /opt/kf5/share/icons/breeze into /usr/share/icons.

I rebuilt it from scratch. sddm tells me that it does not find the qml files, here are the error messages :

file:///opt/kf5/share/sddm/themes/breeze/Main.qml:25:1: module "org.kde.plasma.components" is not installed
import org.kde.plasma.components 2.0 as PlasmaComponents
^
file:///opt/kf5/share/sddm/themes/breeze/Main.qml:24:1: module "org.kde.plasma.core" is not installed
import org.kde.plasma.core 2.0 as PlasmaCore
^
file:///opt/kf5/share/sddm/themes/breeze/Main.qml:25:1: module "org.kde.plasma.components" is not installed
import org.kde.plasma.components 2.0 as PlasmaComponents
^
file:///opt/kf5/share/sddm/themes/breeze/Main.qml:24:1: module "org.kde.plasma.core" is not installed
import org.kde.plasma.core 2.0 as PlasmaCore
^


The QML_IMPORT_PATH and QML2_IMPORT_PATH include "/opt/qt5/lib/qt5/qml:/usr/lib/qt5/qml:/lib/qt5/qml:/opt/kf5/lib/qt5/qml
". It seems to be pointing the correct locations, the files it needs are installed into /opt/kf5/lib/qt5/qml. XDG_DATA_DIRS include /opt/kf5/share too. Why is sddm reporting this error ?

I guess because sddm doesn't read /etc/profile and /etc/profile.d/*