Did you have the events with the potion of the Dark Sorceress (Zady)? Did you advance Elly's questline? Did you have the solo scene with Lady Akira at the brothel? Did you have the event with the painter Scarlett and the portrait she made for you? Did you have the quest "Grey's Katana" yet?
So you finished everything mentioned in step 3 of his female events, and step 4 is not triggering? https://renryuu.miraheze.org/wiki/Grey
If that is the case, can you send me the .rpgsave file from the www/save folder with the number of the save slot in which you have the issue to Naughty-Netherpunch@web.de so that I can take a look at it?