No, I am selling through a very well known marketplace which will get a cut for each sale. In my opinion it is much easier to start with due to the high reach of potential customers you will get. As soon as you built a customer base you could probably consider selling the themes on your own site.
Well, it's Themeforest. I agree that their rejection reasons often seem generic and somewhat random but with the amount of submissions they receive it is understandable. As I said, if the quality is right and you somehow stand out from the crowd chances are pretty high it'll get accepted.