Lots of weird stuff about these pets.
First, the [pet]Guild Page[/pet] and [pet]Guild Herald[/pet] are not truly character specific the way mounts are. Only one character can summon a given one of these pets, but there is an account limit of 3 and they count towards your total pet limit... so you can only have a maximum of 3 characters who each have one of these pets.
Next, I did a realm transfer on my alt that had the horde ones. The pets vanished from my pet journal and I had to submit a ticket to get them to show up again. On another occasion, I actually deleted an alt that had the alliance ones. They turned up on another character I had who also had them (I ended up "releasing" the duplicates).
So, ultimately, if you do a faction change on a character who has the page and herald, you won't actually "lose" them. They will still be on your account. You may not be able to see them in your pet journal, though. They say that you will "lose" them if you do a faction change because the pets won't change factions and you can only use them on a character of the correct faction. I expect that you could submit a ticket to have another alt (of the correct faction) able to summon them, though.
As to why you only saw one of these pets on your guild vendor, there are certain requirements that your guild must meet before your guild vendor will have them available. Also, your alliance alt that you do the faction change with can buy them once they reach the required rep, but won't automatically have access to the ones your current horde character has.
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