I unstaked my THETA tokens but they have not arrived back in my Theta wallet.

There is a ~60 hour unstaking period, depending on block times. In your Theta Wallet in the Stakes section it will display the block number at which your tokens will be available in your wallet. You can check the current block on Theta blockchain in the Theta Explorer. The community-run site GuardianMonitor also lets you see estimated return times of unstaked tokens in the "Stake withdraws" section.