There’s a button at the very bottom of the screen you can press to shout “Objection!” while interrogating Gray.
If you can’t see this button, it’s likely being cut off because you’re using a wrong game resolution. Open the settings menu (Esc key) and try a different resolution under Display Settings.
We know this part can be confusing, so we’ll be fixing it in the next version. Thanks for your patience, and sorry for the inconvenience! :D