Can you use another PC to run the Unity app and then stream it to HoloLens?
Connect the THETA V to the PC with a USB cable. Make sure the Unity app detects the THETA V as a webcam. Run the Unity app on your PC. Try the technique above to get the display onto the headset.
It looks like you should be able to use SteamVR with the Mixed Reality Headset.
Do you have the THETA V running inside of your Unity app on your PC using this technique?
Alternate technique
Have you tried this this technique to use Wi-Fi streaming to another room into HoloLens?