Google Mike Caviston, he is in charge of Navy Seal training and has written extensively on SF prep. He has written a training plan which you could easily adjust for your own selection course (essentially triathlon training with weights circuits for pre-hab).
Check out (esp forum)
SF is endurance training, so you need to scrap Paleo and add in carbs
As to losing fat - I wouldn’t worry about it unless you’re in danger of being harpooned by a stray Japanese Whaling boat. SF preparation and especially the course will strip it off you with the no sleep, no food, cold weather, long march diet plan.
FYI average BF% for special forces is around 14-17% less than that and performance suffers (from cold especially).