Can I express this sum as product of two theta functions?
I can get you a sum of two products of theta functions (with a prefactor). To clear the cross term, make the substitution $m \mapsto u+v$, $n \mapsto u-v$. Sum that and then, to your original sum, make the substitution $m \mapsto u+v+1$, $n \mapsto u-v$ and sum that. Then, adding the two together, ...
$$\sum_{u,v} \mathrm{e}^{-\mathrm{i} 2 \pi \left( c_1(u+v) + c_2 (u-v) \right)} \mathrm{e}^{u^2 + 3v^2} + \sum_{u,v} \mathrm{e}^{-\mathrm{i} 2 \pi \left( c_1(u+v+1) + c_2 (u-v) \right)} \mathrm{e}^{u^2 + 3v^2+u+3v+1} \\ = \frac{\pi}{\sqrt{3}} \mathrm{e}^{-\frac{4}{3} \pi^2 \left(c_1^2 + c_1 c_2 + c_2^2\right)} \left( \\ \vartheta_3 \left(\frac{1}{3} \mathrm{i} (c_1 - c_2) \pi^2 ; \mathrm{e}^{-\frac{\pi^2}{3}}\right) \vartheta_3\left(\mathrm{i} (c_1 + c_2) \pi^2 ; \mathrm{e}^{-\pi^2}\right) \\ + \vartheta_3\left(\frac{1}{6} \pi (2 \mathrm{i} \pi (c_1 - c_2)+3) ; \mathrm{e}^{-\frac{\pi^2}{3}}\right) \vartheta_3\left(\frac{1}{2} \pi (2 \mathrm{i} \pi (c_1 + c_2)+1) ; \mathrm{e}^{-\pi^2}\right)\right) \text{,} $$
where $\vartheta_3(u ; q) = 1 + 2 \sum_{n=1}^\infty q^{n^2} \cos(2 n u)$ (which I only write down because nobody can settle on notation for theta functions).