Right... Here's a run through of what you should have done:
1. Saved the tileset with Advance Map in the pallette you want.
2. Inserted the tiles you want into said Tileset, replacing some of them
3. Recoloured the new tiles with the colours from the other tileset. I recommend doing this before step 2 by putting what you are replacing and the tiles you want into 1 paint file, and using the eyedropper to get the colours from the old tile onto the new tile.
4. In Advance Map, go to Load Tileset 1.