First of all, arena rank does NOT directly impact Galactic War difficulty, so do not sacrifice rewards for that. The key to GW is to preload turn meter on multiple teams so when you need to switch to a new team, they have that advantage. Also, getting your zeta on can help there.
General Grievous is considered one of the most disappointing characters, and there are no sugns he's actually getting a rework anytime soon. I don't think Yoda's rework merits spending a first zeta.
I could see either of those you mentioned (Palpatine or KRU leadership) being a good first zeta given your teams and either would help you in GW. Although Palp lead is the dominant meta in arena right now. You can also put more gear into your Sion, and that would help your team even at 3*.
