So I got Theis IWB holster

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Maybe I'm not an IWB guy

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I'm not familiar with Theis - the only 2 I would consider, without significantly more experience and recommendations, are Crossbreed Supertuck and Comp-tac Minotaur.

Maybe you got the wrong brand? Or for a gun that is too big for you to carry concealed comfortably?

Are there adjustments you can make to get it to work for you?

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This thing is fricking huge. It's the most uncomfortable thing I've ever tried to strap on. Maybe I'm not an IWB guy

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It's a Crossbreed style holster. I'm one of the few that don't like these things.
If you're trying to carry a full size, you probably need to buy pants that are the next waist size up.
Still, get a better belt before you give up.
Pick up a 1.5" 5.11 trainer belt at BR Police Supply. The wider sizes won't fit through your belt loops on jeans.

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It's the most uncomfortable thing I've ever tried to strap on.

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Exactly what's uncomfortable about the "holster?" Is the gun/holster too thick? Is the gun barrel/holster too long? Is the gun/holster too heavy?

As mentioned by others, the problem here is prolly NOT the holster, but the gun. The Sigma has a double stack mag and a 4" long barrel. Consequently, it is NOT a small gun. My first concealed carry gun was a Springfield XD. It's dimensions are similar to your Sigma. I didn't cc it very long before I found out the gun was uncomfortable for me to cc IWB, even w/ a quality holster and belt. The gun was just to thick/wide. Have you tried just walking around the house w/ the gun in IWB without a holster? If it's still uncomfortable that tells you the problem is the gun, not the holster. If that's the case, you then have 2 options: cc the Sigma outside the waistband or cc a different (i.e. single stack) gun. If you choose the latter route, there are a LOT of single stack, compact 9mm's that were designed specifically for the cc market.