If you have already cloned that repo, cd to the repo dir and do git submodule update --init --recursive. That will clone the theme submodule too.
Your site builds with this for me:
Building sites … WARN 2019/08/07 15:59:00 Page's .Hugo is deprecated and will be removed in a future release. Use the global hugo function.
Pages | 41
Paginator pages | 3
Non-page files | 0
Static files | 206
Processed images | 0
Aliases | 1
Sitemaps | 1
Cleaned | 0
Total in 2317 ms
You shouldn’t need to do that; you are probably just missing this in your config.toml:
pygmentsCodeFences = true # This applies to Chroma too.
Note: Put that in your config before any of the TOML tables (the ones with square brackets like [Params]).
If it’s not that, then it’s something else (may be the theme is messing with .Content somehow?), but I was able to make that go snippet render fine on my hugo server just fine. Do you want to try it out using the Ananke theme in the Hugo Quick Start tutorial?