WordPress and the themes from this site are all GPL - you should read and understand that if you are concerned about this issue:
Not sure what you mean by "everything is technically WordPress technology"??? GPL has no copyright.
There are many grey areas, yes, and it's confusing for sure. You can copyright your content and your design, but it's rather unethical to claim or suggest that the entire site is your work if it was not. One thing that a lot of people do is put a credit to the original theme author in the heading of the CSS file - and perhaps to anyone else credit is due. You can see in some themes that credit is given to Eric Meyer (a CSS guru of sorts) or other people whose work was used in the theme.