There is a lot of abuse of notation in GR I find. I would add something specifically about scalars:
$v^i v_i$ is a scalar because it is shorthand for an inner product between two elements of the vector space. An inner product in this scenario is a map which takes two vectors and gives you a number (in $\mathbb{R}$ or $\mathbb{C}$ usually). Let's call the map $\langle,\rangle$:
$\langle,\rangle : V \times V \rightarrow \mathbb{C}$
$\langle,\rangle : (\mathbf{v},\mathbf{w}) \mapsto \langle \mathbf{v},\mathbf{w} \rangle = v^i w_i$
where Einstein summation has been used to indicate that the way the map works is to elementwise-multiply the components of the two vectors to yield a simple number (a scalar). The placement of the indices indicates another way of thinking about the inner product: since the dual vector space is in fact defined as the space of maps from the vector space to $\mathbb{C}$, what an inner product can be thought of as doing is taking one of the vectors (say $\mathbf{v}$), tracking down the dual vector with the same coordinates in the dual space ($\tilde{\mathbf{v}}$), and using that as a map on the other vector (which one it finds the dual of doesn't matter since the inner product is symmetric):
$\langle \mathbf{v},\mathbf{w} \rangle = \tilde{\mathbf{v}} (\mathbf{w}) = \tilde{\mathbf{w}} (\mathbf{v}) $
Coordinates of course depend on the basis you're in, but in GR (at least at first) we are often interested in basis transformations which leave the inner product invariant. This is why 'scalar' is often used to mean 'an object which is not changing under the basis transformations I am doing'.
I myself would indeed refer to $\mathbf{v}$ as a vector, since it sits in the vector space (actually the tangent space in GR), expressible as $v^i \mathbf{e}_i$ with the knowledge that its components change "as a vector" (as they say). The reason that the components of covectors change in the opposite way under basis transformations is by design, so that the inner product does not change (the changes cancel each other out). A vector is a type of tensor. To form higher-dimensional tensors you can take a type of product called a tensor product between lower-dimensional tensors (I won't address that here).
$v_i \mathbf{\theta}^i$ is the label given to the dual vector in the dual space whose numerical coefficient values with respect to a special basis are the same as the vector $v^i \mathbf{e}_i$. This dual basis $\{\theta^i\}$ is defined to be the one dual to whichever one you have chosen in your original vector space i.e. the $i$ maps that satisfy $\theta^i (\mathbf{e}_i) = \delta_i^j$.
I've definitely abused a bunch of notation in this answer, but I hope it yielded some information for you! People use 'tensor' and 'vector' to refer both to the original objects in their respective spaces (coordinate-independent objects) or to the numerical coordinates with respect to some basis. It depends on level of mathematical rigour needed, plus personal taste, I believe.