Well, the taskbar icon is certainly just a launcher shortcut of some kind, meaning it's icon can probably be changed in its properties. I don't know how xfce handles it, exactly.
But the systray icon is a built-in function of the program itself, so you'll have to discover if there's any way to change it in Spotify, if possible. I think it's unlikely that there's anything you can do in wine or Linux to change the display.
By the way, there seems to be a Free software client for Spotify
, along with various front-ends. It appears to be limited to premium accounts, though.