everdrive n8 always was a bit finnicky  and i've never gotten a good grip on the different firmwares and their varying degrees of support - if at all materially reasonable in your case, i would've recommended using everdrive pro or powerpak instead. But since you have the n8 and maybe not one of the other two alternatives, let's see if we can troubleshoot this one. 

First off, have you used the BNROM or the GTROM version of project blue?  The BNROM version has the widest compatibility and should be the one you find in the main download folder. 

Secondly, just to rule things out - what system are you using the everdrive n8 on? Original NES?  Toploader?  Something else? (If so, which clone?)

Thirdly;
There might be an off chance that your firmware version doesn't support the possibility that BNROM games can be 512kB:s large (which they can, but no historical game used a size that large and there's a slight chance that the firmware doesn't take the theoretical max into consideration).  It actually sounds like it, since a gray screen would imply a problem with loading program banks properly. It probably tries to run the program from the wrong memory bank which usually results in a cpu lock (nothing dangerous) or  even some nonsensical accidental loop where data is interpreted as program code. either way, no graphics are loaded into chr ram, no specific palette is loaded into the ppu, and you get the gray screen. 

This could either be resolved by trying to hack the current firmware to accept a new definition (a bit outside of my knowledge, unfortunately), or trying other firmware versions. 

Optionally as a last resort, you can add GTROM support to your existing firmware by following these instructions. be careful to have a pristine firmware copy somewhere as backup before you do any edits. You'll need a hex editor such as HxD.

https://forums.nesdev.com/viewtopic.php?f=9&t=18841

if doing these modifications, you should be able to run the GTROM version of project blue on your everdrive n8. I think it's tucked away with the level editor download?



(Note that we've had some few reports of the game locking up for some unfortunate n8 users. It seems to be down to electrical circumstance with their particular setup at home. Just something to be aware of. In their cases, they've been able to play the game for a while but it eventually locks. the n8 is, unfortunately, running on the edge of electrical stability. But you should probably have experienced similar issues in other games by now, in that case. This doesn't seem to be your particular problem. )

OPERATION PROBLEMS:
===================

The game doesn't play:
-Everdrive users
Update your firmware to an newer version. But also read "the game randomly locks up" below for the full picture. 

The game randomly locks up:

-Everdrive Pro users
Update your firmware.

-Everdrive N8 users:
there has been reports of recent firmware updates randomly locking up games on some (not all) setups. The general advice is having the most recent firmware, but if you keep experiencing problems, you might actually try using an older firmware version, until this issue is resolved, and be on the look for future updates on krikzz forums. 

KNOWN CRITICAL BUGS:
====================
None so far in the current release. But if you find a softlock, please take a picture or a screenshot and report it to me, and i'll see if i can find a good solution.

KNOWN NONCRITICAL BUGS:
========================
I died on the last boss.  On my next try, the different sprite parts of the boss got scrambled.
This bug seems to be isolated to if dying on a specific frame while the boss is turning.
Although unfortunate; there are a few ingame workarounds.
-getting a GAME OVER reinitializes the boss so it behaves normally again.
-if getting a GAME OVER intentionally is not acceptable, standing on the right hand side of it makes it an easier fight than to the left.

COSMETIC PROBLEMS:
===================
There are visual sprite glitches, especially on some of the bosses
-this is normal. On some frames, the game has too much to do, from the sum of features it contains. 

Some NES games are structured so that they will wait an extra frame for all updates to finish, causing half-speed slowdowns for the duration of the logic overflow. Some other games avoid this problem by accepting that the visual updates didn't get quite ready, typically leading to artifacts such as the ones you are seeing in Project Blue.  Ultimately, it is a hard design decision, and we went with avoiding slowdowns over avoiding visual glitches. 

I beat the game, but the end screen doesn't look quite like i expected it to
-we're using a rare but useful hardware trick on the end screen to bring out better yellows, tands, warm colours, and desaturated blues. It sets the R and G bits simultaneously. 

As of 2020, most emulators (and subsequently most clones) don't emulate this behaviour accurately, compared to a real NES.
As a result, the visuals will vary more or less from emulator to emulator. Some emulators have fairly passable, if different results (most versions of mesen, for example look acceptable to me, even if it's not exactly as on the NES), while others are quite off the mark (all versions of fceux, version 0.9.8 of mesen, among some others). 

We've been informed that the makers of the AVS console are aware of this and have a fix planned for their next firmware update.