Have you recruited her for the vanguards yet? It doesn't matter if you do it before or after the events with Grey.
Once she is a squad leader, you can talk with her in the barracks of the vanguard forces.
https://renryuu.miraheze.org/wiki/Wendy
Yea, shes been part of my vanguard forces for awhile now but when i talk to her she only says the line "you've gathered a lot of talented people here..."
In that case you still need to advance the event of female Grey further. You haven' done all events of her yet.
