Fitting ARIMA-GARCH model using “rugarch” package

I try to fit a model to forecast tourists' arrivals in Sri Lanka. I fitted a SARIMA(3,1,3)(1,0,1)12 model first. I was also trying to fit ARIMA-GARCH model using "rugarch" package in R, but it looks that the only possible model in that package is ARMA-GARCH. My questions are,

1. Is there any possibility to fit ARIMA-GARCH model in "rugarch" package? (Since my best fitted model is SARIMA I think ARMA-GARCH model will not fit to my data.)
2. Is there any evidence to fit ARMA-GARCH model on differenced data? (Because my data is stationary after taking first differences.)

1. Even though you cannot specify an ARIMA model for the conditional mean directly in function ugarchspec, you can do this indirectly by differencing your data a desired number of times before feeding into estimation via ugarchfit. So if the desired model for series x is ARIMA$(p,d,q)$, then specify ARMA$(p,q)$ in ugarchspec and feed diff(x,d) instead of x to the function ugarchfit.
2. If I understand your question correctly, you are asking whether you can fit an ARMA-GARCH model on differenced data -- presumably instead of fitting an ARIMA-GARCH model on the original data. Yes, this is fine, and this is exactly what I suggest in part 1. If there was an option to specify ARIMA-GARCH with an integration order greater than zero, the function would start with differencing your data the specified number of times ($d$) and then proceed as with an ARMA-GARCH model.