How did they light theaters in 19th century Europe?

I also am looking for info on props, costumes, make-up, sound or special effects, and what audiences were like.

Gas lights, and lime lights (as in “in the limelight”).
Props and costumes, then as now, were made like regular stuff, but cheaper and flimsier, depending on the budget. Of course there was no amplification, so the actors projected a lot more, speaking “to the cheap seats”.
Special effects were available in the form of smoke pots, flares, flash powder, wires and other mechanicals, scrims (gauzy curtains), spotlights, and a whole host of noise-makers.
The audiences tended to really get into the shows, and especially in the touring shows, would actively participate – shouting, booing, hissing, and sometimes even throwing things at the actors.
Makeup tended to be really dramatic, to be seen well in the less than perfect lighting.
Hope that helps.

special effects makeup (makeup school finals)