Hi SpaceMouse!
It's nothing wrong with the .pal file, this minor color change is due to the palette shader, it gets the colors from the .pal file, for example (75,75,75) then divide them by "255" to get the correct color for the shader. In this example this will give "0.2941176" (with a lot more decimals), and my guess is that when it turns the value back to rgb on the image, it gets rounded to two decimals, "0.29", which multiplied again by 255 gives a result of "73.95". This is how shaders works and I don't think I can do much about it, sorry :(
And about the .gif, it only exports to the same directory due to the tool being made in Game Maker Studio 2, which doesn't have a prope .gif export. It has to export a spritesheet and use ImageMagick with cmd commands to render it as a .gif, which doesn't allow the user to choose the directory or name. Maybe the program will support a better export in the future, but this is the only workaround I could think of atm.