I think the problem arises because you use the polar angle $\theta$ as a dummy index for the summation in your divergence formula. Another problem I see is that
in polar coordinates neither a vector field, nor its divergence can be
defined at the poles because the azimuth $\varphi$ is not defined there.
From scratch:
In polar coordinates the natural metric on the two-sphere is, as we know,
$$
g_{ij}=\begin{pmatrix}1&0\\0&\sin^2\theta\end{pmatrix}
$$
where $\theta\in[0,\pi]$ is the polar angle. It sounds like you have in mind a more
general axisymmetric metric
$$
\sigma_{ij}=\begin{pmatrix}p^2(\theta)&0\\0&q^2(\theta)\sin^2\theta\end{pmatrix}\,.
$$
The divergence of a vector field
$$
X=\begin{pmatrix}X^\theta\\ X^\varphi\end{pmatrix}
$$
is then
\begin{align}
\operatorname{div}X&=\frac{\partial_\theta(\sqrt{\det\sigma}X^\theta)+\color{red}{\partial_\varphi(\sqrt{\det\sigma}X^\varphi)}}{\sqrt{\det\sigma}}\\[2mm]
&=\frac{1}{p(\theta)q(\theta)\sin\theta}\Big\{\partial_\theta\big(p(\theta)q(\theta)\sin\theta X^\theta\big)+\partial_\varphi\big(p(\theta)q(\theta)\sin\theta X^\varphi\big)\Big\}\\[2mm]
&=\frac{\partial_\theta(p(\theta)q(\theta)\sin\theta)}{p(\theta)q(\theta)\sin\theta}X^\theta+\partial_\theta X^\theta+\partial_\varphi X^\varphi\\[2mm]
&=\partial_\theta\Big(\log (p(\theta)q(\theta)\sin\theta)\Big)X^\theta+\partial_\theta X^\theta+\partial_\varphi X^\varphi\,.
\end{align}
When $p\equiv q\equiv 1$ (natural metric) this simplifies to
$$
\operatorname{div}X=\cot\theta\,X^\theta+\partial_\theta X^\theta+\partial_\varphi X^\varphi\,.
$$
An obvious example of a non-zero vector field whose divergence vanishes away from the poles is
$$
X=\begin{pmatrix}1\\ -\varphi\cot\theta\end{pmatrix}\,.
$$
This $X$ is however not continuous at $\varphi=0$ because $\varphi\in[0,2\pi)$ and the limit from the "left" of $X^\varphi=-\varphi\cot\theta$ at $\varphi=0$ is $-2\pi\cot\theta\,.$
A continuous example is
$$
X=\begin{pmatrix}\frac{1}{\sin\theta}\\ c\end{pmatrix}
$$
where $c$ is an arbitrary constant. The divergence is zero because
$$
\partial_\theta X^\theta=-\frac{\cos\theta}{\sin^2\theta}=-\cot\theta X^\theta\,.
$$
This $X$ however does not have removable coordinate singularities at the poles because there it blows up.