Defining what a particle is and what not is a complicated question. It is basically convention.
In one particle quantum mechanics you have a wavefunction $\psi(x)$ which basically tells you what is the probability to find the particle at position $x$. In quantum field theory you have instead a "wavefunction" $\psi\{A^\mu(x)\}$ which gives you the probability that the field has the classical configuration $A^\mu$(x) (For example $A^\mu$ could be the electromagnetic field). Now you choose one of those "wavefunctions" $|\psi\{A^\mu(x)\}\rangle$ and simply define it as a particle. In principle you basically could define whatever you want as a particle.
In reality it is convenient to define them as eigenstates of the total momentum operator (i.e. such that your particle has a definite momentum) and of the Hamiltonian (such that the particle has a definite energy). That means that the particle states you define depend on the Hamiltonian!
Now go back to neutrino oscillations. It is due to a mass term in the Hamiltonian. If you exclude this from your theory you have a Hamiltonian which only has a kinetic energy term. Then you define the neutrinos as eigenstates (your $|\nu_e\rangle$ and $|\nu_\mu\rangle$) of this Hamiltonian. Now you add a mass term to the Hamiltonian. Since the Hamiltonian is different you will also have different states ($|\nu_1\rangle$ and $|\nu_2\rangle$). These are just superpositions of the old states. And now you simply define them as your new particles.
The questions whether or not neutrinos are just different states of the same particle or not is a philosophical one. You can say that all the particles are just different states of one particle. This procedure described above is not restricted to neutrinos. For example in QED you start with a "plain" electron and a "plain" photon. When you add the electromagnetic interaction you find that the real observable electron is actually a superposition of your old electron with photons. So you could also say that electron and photon are just different states of a particle.
Edit:
Before I come to your question about neutrino going into gluon I forgot to mention something. To define particle states you normally take into account not only Hamiltonian and momentum operator, but also all other conserved quantities (like charge, color, spin, ... whatever). This means your particles have a definite energy, momentum, charge, color, spin, ... This means you can only built superpositions which satisfy this. For example a superposition of a neutrino (which has no color) with a gluon (which has color) would not give a state with definite color (and its forbidden therefore). However it is possible (and I am pretty sure that this is realized in nature) to have a superposition of a neutrino and two gluons (where the gluons have opposite color, such that the total color vanishes.)
Ok now why don't we see a neutrino going into a gluon? The reason is that the mixing is super super super small. Do you know Feynman diagrams? Imagine a diagram where a neutrino is coming in and a neutrino is going out. Anything that can happen in between will mix into your state. We want a neutrino and two gluons. For example $\nu \to e^- + W^+$ and then $W^+ \to u + \bar{u}$, then the $u$'s are emitting gluons, then $u + \bar{u} \to W^+$ and finally $e^- + W^+ \to \nu$ again. However there are many interaction vertices involved here and with each interaction in the diagram there is a lower probability of the process to occur. Therefore $\nu \to g$ is vanishingly small while for example $\nu_e \to \nu_\mu$ (which only needs one interaction vertex) has a much higher probability.
So typically particles mix when they have a direct interaction between them. Note that this is also the case for the electron + photon mixing because electrons interact directly with photons.