Thing is, I could be made relatively happy with minimal technological advancement, for the very reasons you mention - energy is always an issue, and you really can't jump straight to hydro or solar from zero... at least not without magic. Which would have been the other acceptable solution - magitech, where neither the magic nor the tech are super-incredible-sophisticated, but in combination make their society at least our equal in power. Who needs guns when you can mass-manufacture +1 shocking crossbows that fire missiles at the speed of light? I'd prefer straight technology just because it's harder to dismiss and it's a good shorthand for "seriously, these guys are advanced, they're better than us," but a mix would be plausible as well and perhaps better suited to distinguishing them culturally and flavor-wise.
I've been thinking about how I would do a modern WW TV show.
(Yeah, wishful thinking, I know)
As far as presentation of Themysciran technology goes: their status as immortal semi-divine beings gives them a facility with magic that a lot of ordinary humans simply don't have. They quickly realized that they had a problem with non-renewable resources (coal and so forth) and so they initially used magic to supplement their tech. They eventually came to develop forms of energy that aren't wasteful of natural resources, and eventually diversified their technology. To give examples of the two most prominent pieces of Themysciran tech: the Invisible Plane is pure science, but the Purple Ray is magitech.
What they have and don't have is based on need as well on what they can naturally do. They don't have guns, but they do have the +1 hand crossbows and which would you rather have? They don't have cars, but they have superhuman speed and endurance (and the most skilled among them can fly) so if they need to get somehwere immediately they can run, fly (atop griffins or under their own power) or use the Planes (well suited to mass transport).