This is what I have observed over the years--may or may not be right--maybe I will learn something here too:
All the original alternators I have seen the housings were bare aluminum, so I just bead blast them and put the VHT satin clear on them. The fan should be the clear/silver zinc as you stated. I have seen different things on the pulleys. The cars with a single groove pulley had a stamped steel pulley that I think was gray/black phosphate coated. The double pulleys were machined out of bar stock and the ones I have seen were painted black.
I also always paint the laminated steel part of the winding assembly that shows between the housing halves. I paint it flat black, but that may be incorrect.