On the poo color....I think it's normal for the color to change with the diet change. You might also see a change in consistency.
Is she drinking less water? Usually, changing to wet food will reduce their need for "outside sources" of water like a water bowl. Cats can get all, or almost all of the liquid intake they need daily from canned food. Bob might not be a good example, since he's no longer on insulin, but he pees on average twice a day, and never drinks from the water bowl that I change every day or two for no apparent reason. ;-)
Her being more active and playing is a very good thing!
As far as the weight goes.... dry food is more caloric-dense than canned food, so she's most likely consuming less calories per day now. Has your vet ever given you an estimate of what her "ideal body weight" should be? I don't think fatty liver is a concern as long as she's eating regularly. That can and does happen when a kitty stops eating completely for any length of time.
If the canned food she is eating in on Dr. Lisa's chart, you can add up how many calories per day that Lucky is eating. When I was trying to control Bob's daily calories (in order to make him gain a bit of weight and then keep at that weight), I used to mark the # of calories on the lids of the cans, then stack them into daily "piles" so I'd know he was eating roughly 250 calories per day. A good ballpark number is 15-20 calories per day, per pound of ideal body weight. Usually diabetic cats need "more" rather than less per day, because their metabolism is pretty screwed up. But daily requirements are also affected by things like activity level, and by whatever a specific cat's metabolism happens to be.
If you can get a "target weight" from your vet, you can experiment with how many calories per day it takes for her to get there and stay there.
The other thing is I weighed her. She was 14.5 at the vet on the 22nd and already she's 13.2 lbs. Do I have to worry about her loosing too much too fast and getting fatty liver?