  Let $C$ be a smooth complex irreducible projective curve of genus $g$ with
general moduli, and let $(L,H^0(L))$ be a generated complete linear series of
type $(d,r+1)$ over $C$. The syzygy bundle, denoted by $M_L$, is the kernel of
the evaluation map $H^0(L)\otimes\mathcal O_C\to L$. In this work we have a
double purpose. The first one is to give new examples of stable syzygy bundles
admitting theta divisor over general curves. We prove that if $M_L$ is strictly
semistable then $M_L$ admits reducible theta divisor. The second purpose is to
study the cohomological semistability of $M_L$, and in this direction we show
that when $L$ induces a birational map, the syzygy bundle $M_L$ is
cohomologically semistable, and we obtain precise conditions for the
cohomological semistability of $M_L$ where such conditions agree with the
semistability conditions for $M_L$.
