In 2018 when I was starting out on the Etherwave I was looking for some magic box that would help as well. I ended up buying a used TC Helicon VoiceLive and tried some software apps, but I quickly learned that most pitch correction schemes that try to detect and then correct the theremin's audio are laggy and as the theremin volume gets muted they get lost altogether. Low pitches are the worst because pitch detection lakes longer. The same goes with tuners (like guitar or chromatic tuners) that display your pitch - they are very slow and the visual feedback is not as effective as audio feedback. Overall the quest to find fast visual tuners or pitch correction devices was really not helpful at all, and now I can see it was not the right thing to do if one wants to learn to play the theremin. I can't recommend any pitch correction tools either in hardware or software, and I would advise against using any.
My advice would be to completely forget about pitch correction and start training your ear by playing along with notes from a synthesizer keyboard or any instrument that can play sustained notes while you try to play in unison. This will actually help train your ear and you can begin to develop the motor coordination to make the physical corrections based on your pitch errors. Also some vocal training phone apps can be useful for seeing your pitch live on a display. For Android an app called VocalPitchMonitor is widely used.
It takes time and a practice regimen that you can develop by watching the techniques of the pros on YouTube that can actually play well: Carolina Eyck, Katica Illenyi, Lydia Kavina, Gregoire Blanc, Rob Schwimmer, Thorwald Jorgenson, and of course the old recordings of Clara Rockmore.
