Morgana, I think you've been given a lot of good advice here. GD's comment was, most likely, a momentary thing that she has already forgotten about. Regardless, most important thing, IMO, is to make sure she knows you think she is beautiful and also compliment other traits she has (smart, talented, etc.) so all the emphasis isn't on the physical. How does dd feel about the comment?
About Sabu - Imo, if someone uses it in a racist way, the racism is in their heads, not in the term, itself. I don't think EV intended it that way.
Then again, if a term has been used historically as a racist slur and one knows about it, imo, it's not a good idea to use it. If you didn't know that before, EV, but now you do, I hope you find a different comparison to make or just say ggs is "dark," etc.
I think it's normal for him to have noticed that he looks different than the rest of the family and asked about it, EV. How do you know his behavior at school has anything to do with that?