Now, I think I immediately spot your problem. Those sprites aren't using the same Palettes, I think. Well, they've got the same colours, but unfortunately OWE works with colour order instead of colour content. (I'll explain. If you import a trainer sprite in unLZ.gba, without changing the Palette to suit it, the sprite will "adapt" to the palette, meaning it's colours will simply change to the colours most similar in the Palette. However, with OWE, it's the actual order of the colours in the Palette that matters.
First of all, see the greeny-cyan colour in the sprite? That should be first in the Palette. Otherwise, the wrong colour will be transparent, and that really can't be ignored.
What you need to do, is before importing the sprite, edit the palette in IrFanView, so that the major colours are unchanged. (I'll explain here, too.)
Say I wanted to do a simple colour edit of Red, the main male character. I'd export the first frame of his sprite (the stationary one, facing down), and open it in whatever tool can edit palettes. From their, it's clear which colour is for which area on the sprite- the reds are for his clothes, yellow for his bag, brown for his hair. I Just change those Red shades to Green shades, and the entire sprite now looks different. So I go back to OWE, and import the new Red sprite and palette. This causes EVERY sprite of that palette to change- so all of Red's frames (cycling and all) are now green. And the girl female character's clothes that were red are now green.
Basically, when importing OW's, always export the original sprite you'll be replacing. From their, when changing the Palette, only change the colour of clothes, and hair. Leave the likes of skin alone. If you take this into consideration, there wont be a problem when importing OWs. Sure, other sprites will undoubtably be affected by the Palette change, but in a way that's nice looking.
Sorry for the long message, I hope this helps. Any questions? Lol. (if you do have any, feel free to ask).
I hope this can help, it's a bit of a mini tutorial, lol.