You can absolutely have a pond, but there's not a pond anywhere that's suited for koi at only 1000 gallons. Whoever sold you those koi is an idiot. Or a shyster. But we've had lots of posters here with ponds in hotter zones - definitely not a problem. Your question was about plants - you put shade plants in a sunny pond. That aint gonna work nowhere, zone 9 or zone 5.
Mosquito fish is an interesting conundrum:
A. Goldfish are prolific mosquito larva eaters - some say far better than so called mosquito fish. They use them in abandoned swimming pools because you can eventually douse the pool with chlorine and kill them off - no one seems to mind killing them, but goldfish would be a bit less popular of a choice.
B. A pond with moving water will never breed mosquitoes anyway so there's really no need to add them
C. I've read horror stories about pond owners trying to get rid of gambusia once they have them in their pond - it's nearly impossible. One guy drained the pond completely, let it sit for several weeks, refilled it and... more mosquito fish. He suspects they managed to stay alive somehow in his plumbing.