Replacing Gogo with Daryl

Okay, first you'll want to make sure your spritesheet for Daryl has a properly sorted palette.  There are programs explicitly designed for handling paletted graphics like this... I can't help you there.  The program I use is 22 years old, so palettes are part of its core function (something more modern graphics programs phased out).
The file you import is actually instructions on what pixel to set to which color index.  The game then sets it to the palette in question.

Next, you'll want to change Gogo's battle palette to 02.  This is the one Terra and Daryl use in-game, along with some generic non-playable characters.  If you import a Daryl sheet and change to this palette, she should look fine (without importing the palette itself).

Now's the tricky part... you can change the battle palette in FF3USME, but changing map palettes is a different story.  The Gogo NPC in the X-Zone has its palette set by an event... this was documented by somebody called RuneLancer.

Code:

Gogo
CB:81E0 0x0C    <Sprite>
....
CB:81E3 0x03    <Palette> <You'll want to change this to 02>

However...  there's another event call for Gogo's palette, in the Kefka battle room.  RuneLancer did not document this palette's location in the Hex, and I'm not sure where it is.  It only seems to come up if Gogo is recruited but not in your teams during the final fight; the two characters who run in from the Airship as you flee seem to use the default palette.

It'd certainly be easier to stick with Gogo's palette, though.
Attached to this post is Pocoloco's Daryl spritesheet, in the Gogo palette (I got it from the 2017 sprite collection, sorted the palette for import, and then exported the result).  She looks pretty good in Gogo's palette, actually.
   

Know that the game sprites are much more finicky than the portraits.  When you get around to a portrait, you can just grab it and the palette in FF3SE (the portrait and monster gfx editor) and it'll work fine.