I started writing nLab:Theta space. Not done yet, but while I am working on it:
is there a good proposal for what the "$(n+1,r+1)$$\Theta$space of all $(n,r)$$\Theta$spaces" would be?
I started writing nLab:Theta space. Not done yet, but while I am working on it: is there a good proposal for what the "$(n+1,r+1)$$\Theta$space of all $(n,r)$$\Theta$spaces" would be? 


Let me assume $n=\infty$, to make things easier to write, so "$(\infty,r)$$\Theta$space" equals "$r$$\Theta$space". The totality of $r$$\Theta$spaces forms a (large) category enriched over $r$$\Theta$spaces, which I'll call $C$. Given this, you can form a presheaf of spaces $X$ on the category $\Theta_{r+1}$, where $$X[0] = \text{class of objects of $C_r$},$$ and $$X(\[m\](\theta_1,\dots,\theta_m)) = \coprod_{a_0,\dots,a_m} C(a_0,a_1)(\theta_1)\times \cdots \times C(a_{m1},a_m)(\theta_m).$$ Here "$\[m\](\theta_1,\dots,\theta_m)$" represents a typical object in $\Theta_{r+1}$ (so each $\theta_i\in \Theta_r$). The coproduct is over tuples of objects of $C$. The structure maps in the presheaf use the fact that $C$ is a category object. (It's like the way you get a Segal category from a category enriched over spaces.) The gadget $X$ is almost an $(r+1)$$\Theta$space. It satisfies all the "Segal" conditions, and also all the completeness conditions except for the one in bottom dimension. You get an honest $(r+1)$$\Theta$space $X'$ from $X$ by applying a suitable localization. The gadget $X'$ should be the thing you want. (None of the proofs involved here have been written up, or at least not by me, though we're working on it.) 

