I thought that you were going to use gimp 2.6. I was told that this is the best version to use. That doesn't mean that 2.8 is no good, but one thing's for sure, with 2.6 you don't have to worry about the 8 bit thing.
It's a lot easier if you make the custom palette first, before you do anything else. Then you change the magenta colours on the palette, not the image, and convert the image with the altered palette. The image changes automatically to match the palette.
I'm assuming that there are five frames in the strip. If there aren't, you need to make sure that the frames number in the .spr file is the same as the number of frames.
The background colour should be the same as the main colour that surrounds the sprite, and that's usually 255,0,255, not 238,0,238. You have to make sure that there are only two 'magenta' colours - one background (invisible) colour (255,0,255), and one for the shading, which can be 149,0,149, the one that I use, although it doesn't have to be that.
If you could post up a screenshot of the result, it would be very useful in identifying the problems.