I am using the tufte-book class to write my notes and I would like to have tcolorbox theorems that can contain marginfigures and sidenotes (provided by the sidenotes package). Following I will post a MWE and the error I have in both situations:
\documentclass[nobib,notoc, a4paper]{tufte-book}
% For the example image
\usepackage{graphicx}
\usepackage[T1]{fontenc}
\usepackage[italian]{babel} % Italian support
\usepackage[utf8]{inputenc} % Accented letters
\usepackage[theorems]{tcolorbox}
\newtcbtheorem{Thm}{Teorema}%
{colback=green!5,colframe=green!35!black,fonttitle=\bfseries}{thm}
\begin{document}
\mainmatter
\begin{Thm}{Titolo}{esempio}
Esempio di teorema.
%\sidenote{Una nota a margine}
\begin{marginfigure}
\includegraphics{example-image-a}
\caption{Figura di esempio}
\label{fig:ex_a}
\end{marginfigure}
\end{Thm}
\end{document}
When using the marginfigure environment I incur in
LaTeX Error: Not in outer par mode.
while when using a side note
l.29 LaTeX Error: Float(s) lost.
l.21 Missing number, treated as zero.
I had this problem not only with tcolorbox but also with ntheorem (that I am currently using but moving from because I would like different styles for theorems, definitions, examples etc.)
I am basically forced to use marginfigures only outside of these environments making the positioning very tricky and the code quite messy.
I looked at this answer and this too but none of them actually solved my problem since I cannot put theorems inside marginfigures. From what I understand the problem is that both marginfigures and sidenotes are floats and so are tcolorbox' theorems and I can't create one from the other. I'm not grokking LaTeX internals well enough to develop a solution or to understand better.
Any insight for this would be greatly appreciated!

sidebysidetcolorbox with the theorem and corresponding figure/note. But if you just want to associate them to a theorem but left them float you can declare outside theorem environment. Please, explain it better. – Ignasi Oct 17 '19 at 06:51ntheoremenvironment and two rules to create the two green lines. Themarginfigureenvironrment is put inside thentheoremone, like so. (Note that\incfigonly loads both an svg and the pdf_tex file generated by Inkscape, it's not relevant). What this method achieves is that the marginfigure is automatically aligned with the theorem. If I instead ofntheoremtry to use any kind of floats (even framed theorems ortcolorboxes), the above error shows up. – gjkf Oct 17 '19 at 07:43tcolorboxtheorems, while also keeping the tufte style of the page. – gjkf Oct 17 '19 at 07:44