Probably a bit odd to answer my own question but I did finally fix it somehow like a blind fly. I hope to write down the experience maybe who else is totally like me as a absolute beginner with everything wouldn't get struggling overnight.
Stage 1: from gem to homebrew (failed)
At the beginning, I did remove items that install in gem item-by-item, then I install brew-gem to do it. At some stage, it work for jekyll but not my theme. It kept popping out I didn't install a package that the theme needs even I installed it manually. So in the end, I remove everything related to jekyll from homebrew.
Stage 2: back to gem (very long path but finally made it)
I later found a page tell step-by-step to install jekyll. I am using OSX 10.13 (High Sierra) that cause me the permission problem. So I just granted access with this line:
sudo chown -R $(whoami) /usr/local/*
The * is a must or it won't work. I did the same to the ruby part
sudo chown -R $(whoami) /Library/Ruby/Gems/2.3.0/*
After that I install jekyll and bundler carefully following the instruction. And install the packages that the theme needs manually through gem install, which you can find at the Gemfile. I got the problem of jekyll-sitemap similar as this, I followed the method to install pygment.rb through gem install pygments.rb. And now my site is locally work.