The 625 mesh aluminium should be good for making thermite with, i'd definatly save your 3000 mesh aluminium for flash compositions though, it will not be wasted using it in flash comps.
I'm not totally sure on this but i'm fairly confident that the bluish green stuff that is soluble in water you describe is potassium manganate (K2MnO4). The compound that stained your gloves brown is most likley manganese(IV) oxide (MnO2). KMnO4 is very easily oxidised to MnO2 if it comes in contact with your skin or other surfaces which is why it stains everything brown so it could have also been unreacted KMnO4 or simply KMnO4 that you got on your gloves when mixing the chemicals.
If you are using the remains of your 3000 mesh aluminium to make flash comps, i would recommend you use potassium perchlorate if this available to you. In my experience it makes far superior flash to permanganate based stuff and is quite a bit more powerfull. I also prefer to work with perchlorate since it is a lot less messy than permanganate and doesn't stain everything brown.