what is the gray event ?
There's a request on the board outside castle for you to help Grey train. Not sure of the requirements to trigger his event, but I'd assume at least you'd need to have done the fight with him in Thremten and also have the bath house and have been turned into a girl to enter the female side at least once. Whether the event with vampire whilst there is a requirement, no idea, but might be worth doing just in case.