Bluepilled sheep - jargon of the conspiraturd to identify people who do want verifiable evidence when presented with an extraordinary claim.
Theory - two types, one used by science (misused by theists) to identify a demonstrable, repeatable explanation that has successfully traversed the scientific method (Germ Theory, Evolution Theory, the Theory of Relativity, etc) and the common use of theory which is an idea used to account for a situation or justify a course of action.
Conspiracy- a secret plan by a group to do something unlawful or harmful. From memory, I think by law, you need at least two people.
History has some verified conspiracies that have been uncovered…and some “conspiracy” has been prevented.
A conspiraturd is someone who believes and jumps down every rabbit hole 
on the belief that evidence can never be forthcoming (which reinforces the conspiracy)… or does not believe evidence (as it is a part of the conspiracy).