9:29 The Greek here is quite odd for the word "change." It literally reads "The outward appearance of his face 'other'" (heteros). You could almost read it "The outward appearance of his face was other.
9:29 The Greek for "brilliant" (his coat) has tucked within it the word "astra" like "astronomy." Jesus is bright like the stars. Interestingly, the only other place this word appears in the whole Bible is Ezekial and Daniel, perhaps a reminder that transfiguration has an eschatological bent -- it is the future breaking in and not simply the past catching up!
9:31 The word for "departure" here is literally "exodus." Moses is talking with Jesus about his exodus.
9:32-33 Luke here basically makes up two words by adding "dia" to them. This intensifies the word; the disciples "dia-wake up" and Moses and Elijah "dia-depart" from them.
9:34 The word for "overshadow" -- you guessed it -- is also found in Luke 1, where the Angel promises to Mary that she will be "overshadowed" or episkiaz-oo.