Hmm thats strange, nautilus is definitely themed for me, apart from symlinking and setting the general gtk theme, I think the only thing that I did in addition is setting the following in settings.ini

[Settings]
gtk-application-prefer-dark-theme=true
gtk-icon-theme-name=Papirus-Dark
gtk-theme-name=Catppuccin-Macchiato-Compact-Mauve-Dark

For me cattpuccin also works with libadwaita apps if you symlink the config in gtk-4.0 folder of the theme to .config/gtk-4.0 or is it something more than the colors you are missing for libadwaita apps? 🙈