I'm not sure if it's still around, but Themida used to have a kernel-mode driver component that facilitated some of the protection features. It could well be installed on your system and catching the debugger out.
My first suggestion would be to try Immunity Debugger. It's an Olly fork that is designed for offensive debugging and exploit development, but it might have a different enough codebase and enough anti-anti-debug stuff built in to help.
Alternatively, you could use Cheat Engine along with its DBVM kernel-mode module. It's usually used for cheating in games, but CE actually has a very fully featured debugger and some nice stealth features. The driver component re-implements a bunch of core Windows APIs, such as OpenProcess.
If the kernel-mode driver isn't still around, then it may well just be something like the OutputDebugString trick causing the crash. If the target is using TLS callbacks to execute code before WinMain, it might crash the debugger before you get to it. You could try editing Olly's options so that it breaks on the system entry point rather than WinMain.