I already installed dark themes in budgie but when I activate it the whole system changes to dark mode except nautilus. Does anyone know how I can solve?
Nautilus 43+ is a libadwaita-based application, therefore simple theme settings are not applied here.
gsettings set org.gnome.desktop.interface color-scheme prefer-dark
should do the trick here.
If you want your theme to be respected by the file manager you might want to try Caja, Nemo or Thunar. All play nicely with Budgie.