http://eu.finalfantasyxiv.com/en/alliance/dl/

Here's a link to the Windows and PS3 theme. I've downloaded the Windows one, but opening does nothing - I think it's supposed to add it to My Themes, but it didn't.

Also:
http://eu.finalfantasyxiv.com/en/alliance/collabo/

Lightning will appear as part of a FATE. Don't think there's any other new info there.