I found out the problem is related to this request http://XXX.XXX.XXX.XXX:8080/json.htm?type=settings 401 (Unauthorized).
After login permission is granted and the theme loads correctly.

But I still don't know how to fix it.

I'm not sure this is the right place for this topic. If not please let me know. I'm using Machinon theme and everything is ok, but after setting website protection password the theme does not load correctly, it seems to no load the entire stylesheet. After login and refreshing the page it works ...