You won't loose your clothing if you paint over, and as some people here said, painting it Christmas and then White will work.
The only pet I've double painted is one called Shady_Claus on my side account. And I adore him. XD Painted Christmas first and then Halloween so he can have his snarl.
I hope you like your new Zafara! =D
And about the Grundo... I don't believe those are able to be kept. They'll probably poof if you paint over. D: I think wings don't stick with a pet when they aren't faerie, although I am not 100% sure. =/ Along with random features like horns on tyrannian pets or purple claws on Darigan. I think those only go with the colours they came with... would someone check if they have a pet like this and are bored? Now I'm curious XD
The only deluxe paint set guide I knew of has been taken down.
If it doesn't show up anywhere in the customization window, it probably isn't going to be there later either. I'd look at the customization window myself since I have a faerie pet, but she isn't converted so... bleh.