The great thing about Etude #1 is that it gets me in high expectation mode for Etude #2! I think you did in fact get a really haunting, vocal sound out of your B3. I have one and I normally record direct to DAW (due to ambient noise issues) and it does not sound as nice that way. I'm coming more to the realization that the best theremin sound is always going to be one recorded from an amp with a mic. I use a pre-amp through a DI box to go direct, but it misses something.
Frankly, once that drum came in, I wanted to hear more of it as an accompaniment. Theremin with just a simple, maybe slowly changing drum pattern might be nice, maybe an Indian tablas-like background pattern to the theremin vocal. Have to experiment with that kind of setting.
Waiting for Peter to come out with a sitar, tablas and theremin piece.