SUMMARY

Apparently, install-sessions.sh can't provide SDDM with a self-contained environment for loading Breeze theme/look-and-feel. System packages are still required, and if they are not found — SDDM will fail to load Breeze, and fallback to default theme with a bunch of error messages.

STEPS TO REPRODUCE
1. $ pacman -Rndd plasma-workspace
2. $ kdesrc-build ${your-rebuild-world-arguments-here}
3. $ $HOME/kde/build/kde/workspace/plasma-workspace/login-sessions/install-sessions.sh
4. Reboot

OBSERVED RESULT

Default SDDM theme loaded, and a bunch of error messages printed to the journal:

QObject: Cannot create children for a parent that is in a different thread.
    (Parent is QGuiApplication(0x7ffe66a8bed0), parent's thread is QThread(0x55aaf623a280), current thread is QThread(0x55aaf637d040)
QObject: Cannot create children for a parent that is in a different thread.
    (Parent is QGuiApplication(0x7ffe66a8bed0), parent's thread is QThread(0x55aaf623a280), current thread is QThread(0x55aaf637d040)
QObject: Cannot create children for a parent that is in a different thread.
    (Parent is QGuiApplication(0x7ffe66a8bed0), parent's thread is QThread(0x55aaf623a280), current thread is QThread(0x55aaf637d040)
QObject::installEventFilter(): Cannot filter events for objects in a different thread.
file:///usr/local/kde/share/sddm/themes/breeze/Main.qml:110:9: Type WallpaperFader unavailable 
            WallpaperFader { 
            ^
file:///usr/local/kde/share/sddm/themes/breeze/components/WallpaperFader.qml:13:1: module "org.kde.plasma.private.sessions" is not installed 
    import org.kde.plasma.private.sessions 2.0 
    ^
file:///usr/local/kde/share/sddm/themes/breeze/Main.qml:110:9: Type WallpaperFader unavailable 
            WallpaperFader { 
            ^
file:///usr/local/kde/share/sddm/themes/breeze/components/WallpaperFader.qml:13:1: module "org.kde.plasma.private.sessions" is not installed 
    import org.kde.plasma.private.sessions 2.0 
    ^
Fallback to embedded theme
file:///usr/lib/qt/qml/SddmComponents/LayoutBox.qml:35:5: QML Connections: Implicitly defined onFoo properties in Connections are deprecated. Use this syntax instead: function onFoo(<arguments>) { ... }
file:///usr/lib/qt/qml/SddmComponents/PictureBox.qml:80:9: QML Image: Cannot open: qrc:/var/lib/AccountsService/icons/dude2008
file:///usr/lib/qt/qml/SddmComponents/PictureBox.qml:80:9: QML Image: Cannot open: qrc:/var/lib/AccountsService/icons/ratijas
file:///usr/lib/qt/qml/SddmComponents/PictureBox.qml:80:9: QML Image: Cannot open: qrc:/var/lib/AccountsService/icons/jndi
qrc:/theme/Main.qml:41:5: QML Connections: Implicitly defined onFoo properties in Connections are deprecated. Use this syntax instead: function onFoo(<arguments>) { ... }
Adding view for "DP-2" QRect(0,0 1920x1080)
Loading file:///usr/local/kde/share/sddm/themes/breeze/Main.qml...
file:///usr/local/kde/share/sddm/themes/breeze/Main.qml:110:9: Type WallpaperFader unavailable 
            WallpaperFader { 
            ^
file:///usr/local/kde/share/sddm/themes/breeze/components/WallpaperFader.qml:13:1: module "org.kde.plasma.private.sessions" is not installed 
    import org.kde.plasma.private.sessions 2.0 
    ^
file:///usr/local/kde/share/sddm/themes/breeze/Main.qml:110:9: Type WallpaperFader unavailable 
            WallpaperFader { 
            ^
file:///usr/local/kde/share/sddm/themes/breeze/components/WallpaperFader.qml:13:1: module "org.kde.plasma.private.sessions" is not installed 
    import org.kde.plasma.private.sessions 2.0 
    ^
Fallback to embedded theme
file:///usr/lib/qt/qml/SddmComponents/LayoutBox.qml:35:5: QML Connections: Implicitly defined onFoo properties in Connections are deprecated. Use this syntax instead: function onFoo(<arguments>) { ... }
file:///usr/lib/qt/qml/SddmComponents/PictureBox.qml:80:9: QML Image: Cannot open: qrc:/var/lib/AccountsService/icons/dude2008
file:///usr/lib/qt/qml/SddmComponents/PictureBox.qml:80:9: QML Image: Cannot open: qrc:/var/lib/AccountsService/icons/ratijas
file:///usr/lib/qt/qml/SddmComponents/PictureBox.qml:80:9: QML Image: Cannot open: qrc:/var/lib/AccountsService/icons/jndi
qrc:/theme/Main.qml:41:5: QML Connections: Implicitly defined onFoo properties in Connections are deprecated. Use this syntax instead: function onFoo(<arguments>) { ... }
Adding view for "DP-3" QRect(1920,0 3840x2160)
Message received from daemon: Capabilities
Message received from daemon: HostName


EXPECTED RESULT

SDDM should be running themes from dev setup without system packages.

SOFTWARE/OS VERSIONS
Operating System: Arch Linux 
KDE Plasma Version: git-master
Qt Version: 5.15.7
Kernel Version: 6.0.11-arch1-1 (64-bit)
Graphics Platform: X11
Processors: 8 × Intel® Core™ i7-6700HQ CPU @ 2.60GHz
Memory: 15.6 GiB of RAM
Graphics Processor: NVIDIA GeForce GTX 970M/PCIe/SSE2
Manufacturer: ASUSTeK COMPUTER INC.
Product Name: G752VT
System Version: 1.0