If I make a defenders theme team and I put hank pym on it, what happens when I switch him out to ant man or wasp? Am I still allowed to use my theme team prob cons? Thanks for the help everyone!

If enough are Defenders then yes you can.

You still have your theme team rerolls, however hank pym can no longer use them as whatever figure he switched to no longer has the defenders keyword. All of your other Defenders can still use them however.

Ok, thanks!

This is incorrect. Theme team is established when your team is revealed, so the loss of a member for whatever reason after the game starts has no effect on the team remaining a theme team or not.

This is correct.

And to the OP: as a rule you'll want to post rules questions in the Rules of Combat forum. Generally you'll get better and more detailed answers.

Theme team is checked at the beginning. As long as your starting team is theme, then you're theme. If you swap out a figure and it doesn't have the keyword of your theme team, then you are not able to assign it a token for the prob. To be assigned a token for the theme team probability control, it needs to share the keyword.

This works that same if you can bring in extra figures as well. With the example of Ultron and drones, if you started with a Robot theme, then those drones you bring in can be granted the tokens as they are Robot keywords.