E-junkie should work fine with any WP storefront-builder theme or plugin, though if that comes with its own shopping cart functionality built-in, you'd need to disable or not use that cart, so you could use E-junkie cart buttons instead. You'd simply paste E-junkie button codes into your storefront's product descriptions.
The inherent nature of E-junkie as cloud-based "software as a service", which is centrally-managed on our servers and shared in common among all our sellers, means that it can never maintain all your product and download information entirely self-contained within your own Web site, whether you're using WP or otherwise. E-junkie will always require defining your product and cart settings at our end, regardless of how you manage product listing pages in your online storefront site.
You can at least store your download files on your own Web site server and have us pull the files from there to deliver securely to your buyers. This Remotely Hosted Downloads feature is included with plans that support digital products starting at $18/mo and up: