Yes because animations are created separately, I could improve that to let the user choose (ah no I double checked and the option is already available it's called "create new" should be disabled to creation in the same animation, but yes maybe it could be improved to be more intuitive). Or maybe there is improvement to put easily the images frames to the animation, I'll think about it.
Yes, when you are in the popup menu of the palette there is a button "open" you can choose any image. If the image is 1 px height and less than 256px width, it's automatically handled as a palette.
No it's not a bug, indexation work that the colors of the image matches the nearest colors of the palette. So if nothing is near the pink color, each time another color will be used. For that case you can use another palette under the menu "match indexation".
Let me know if you need more details, I'll provide you short examples with screenshots
About indexation and match indexation you can also check this tutorial : https://pixelover.io/docs/tutorials/use_indexation/