You can breed back to a purebred Andalusian however it may take a few tries to produce a foal with those genes. I would recommend finding a player who has done that particular crossbreeding and breeding with their horses to start.

@MaidenMare this wiki page may be a good spot to read [Grade Horses]  

If you breed an Andy to an Appy you get a crossbreed of a 50/50 Andy/Appy.   If you keep breeding those cross foals back to an Andalusian you will eventually end up with a “Grade Andalusian” but it will NEVER go back to a purebred.  There are only two breeds who eventually go back to “pure” and they are Brumbies and Mustangs as they are “Wild Type Breeds”.  Otherwise all other purebreds in the game go to “Grade” and not fully back to pure.   

Grade horses CANNOT be registered in the purebred registries, but can be registered in clubs

As for the question on keeping Appy colors.    YES!    If you get lucky with pairings, play pairings smart, you can 1000% get Appy colors into Grade Andys.     It might take some time and effort.    A lot of people like breeding color into breeds and may have whole stables of Grade horses for color projects.    Grades can also be used in campaigns, which make them a good way of getting colors into campaign breeds that otherwise are not found in the parent breeds (given those genes are allowed per a campaigns genetic rules).    

If you have anymore questions I can try my best to answer :)

adding on to what Rose said, the wiki page is outdated on the part about new art layers being made for graded-in genes. we no longer can request genes to be added in to grade horses.

if you grade in a gene to a breed that has not had that gene before, it either show up as a broken image or the horse will have generic art. before we did have a forum request thread to add in new layers, but in the last year it was decided that old art layers will not be updated/added in. instead, when a breed gets their art updated to the new style they will come with all gene layers (both purebred and graded-in) available on release, no waiting needed.

for example, Andalusians have the old art style. so if you grade in a gene that hasn't been graded into Andalusians before it will not be visible until Andalusians have their artwork redone.
but Arabians on the other hand have the updated artstyle, so any gene graded into them should be visible even if it has not been graded in before.

there are not a lot of “missing” grade layers so don't worry about this too much! just keep it in mind that if you see a old breed with a broken image or generic art, it will not be fixed until that breed's redo.