Hey Hey, I saw what you were doing and um I decided to put my own together using a different sprite but which is very similar to the one you're using. Hopefully what I'm going to say makes sense, so that you get the gist of what you have to do. I want you to practice doing the head swapping so that you can get used to it.
So the first thing that I did was go through the main site and actually look through all of the "custom sprites" that were already done before. I knew there was another character that had a trench coat which is Dante by Amici and for the hair I found M Warlock by R999.
1. So now I noticed that Dante had white hair already and the trench coat was red so all I did was switch the pixels on the pallet from the white the red and presto, we have a white trenchcoat and the black legs and gloves you needed. So obviously the next thing we need to do is to do a head switch with the Warlock.

2. What I want you to notice is the palette and that I cleaned out everything with green that was unnecessary except for the head by simply replacing some colors in the palette.
3. I did notice that the color of the hair wasn't quite right so I went and found that male White Mage which is a little bit more blonde and went ahead and replaced the colors.
4. Now that everything was clear notice the arrows where we have ourselves a little floating head. Using the magic wand tool at 95 tolerance you can cleanly cut it out.

5. So the next thing I did was go back to Dante's sprite and to align all the palette colors to make sure that I have the whites where I needed to have them the blacks where I needed to have them and also the blondes and purple for the shirt.
6. Now that I have the head all cleaned up the Warlock sprite I can now copy and paste it over to Dante's sprite.

7. Here it is copied and you can see there are some excess sprites around the sides.

8. Now here we are, I had to change the palette in the colors close enough to be what I wanted to be and as you can see I've copied and pasted over the head and did some slight modifications because there was a little too much volume and the hair.

I think these 2 files are better to suited to use and I will help you at any point you need. 😁