I have an issue, where if I install a module, and rebuild, I get the expect functionality in the CMS, but front end rendering doesn't find the templates.
For the Blog, I had to copy the templates into a mytheme_blog folder, and then they are found.. but it seems to be with every module now.
I just added comments, and the option to allow commenting is in the CMS as expected, but after adding the tag to my page.ss template, I get an error that the 'CommentsInterface.ss' template can't be found, although its in the template folder of the module.

Is there some config I am missing?

Yeah you bet.
I've been having a hell of a time with V3, modules + composer.
I moved to the latest beta of V3.1 and things started to work (eg: widgets tabs just appeared.).
However I am worried that my install will eventually need to be scrapped since it is now a mess of manually downloaded and composer loaded parts. Composer is not working well for me at all I seem to get an error that is well documented ~4months ago as being common to W7 64b, and fixed.. but its not fixed for me..
I will just continue to struggle thru, and do a clean rebuild at a later date.. easy enough to migrate mysite + themes.
PS: loving many things about SS3.. great UI. Really would love a book to work thru ;)