Courtship and romance
Several of the stories in this small collection are about romance and the art of building a family. But, we don't see that journey completed; instead, the stories are about the vital flaws of the characters that prevent them from happiness, like when "The Station Master" is too much of a drunk to support his daughter as she mingles with suitors. Also, there is a beautiful, strange story in "The Blizzard" about a woman marrying the 'wrong' man who ends up being the right man after all, in a weird, roundabout way.
Death
No doubt, with a story called "The Undertaker," death is a thematic issue in the collection. In that story, a funeral director is invited to a party where they make fun of him for working with the dead. In a nightmare, he sees his dead coming back from death (as rotten corpses) to hug him, because they love him. Thematically, this is a portrait of death and love. In "The Station Master," death is also a central theme, because the daughter is orphaned when her father drinks himself to death following his own wife's passing.
Competition
In "The Shot," competition is a central theme, and it also comes up indirectly in "The Blizzard," and when the hussars court the train station master's daughter. The act of romantic competition is an animal instinct, designed to signify to potential mates that one is interested, and not only interested but competent. Perhaps this is why Silvio returns to his duel with his opponent only when he is already with someone; he wants his opponent to know it's personal.