Nice to hear that your Hiduino works.
Yes, I kept the audio unchanged in my two open theremin sketches (“master” and “V2-Project”).
You can play audio and MIDI side by side. Provided that Zynthian and Theremin are set with the same pitch bend range, you should hear the same note on the audio and on the Zynthian if your hand is static.
When your hand is moving, you may notice some chorus effect on note transition and on vibrato because of inevitable slight delays between the audio and the MIDI/Synth processing. This chorus is rather nice and can be controlled by moving the pitch hand. Players could take advantage of it.