There's a very weird bug, which makes the screen turn grey if you die from the eye-ball enemy in Level 2. If I'll be able to trigger it again, I'll write the steps to reproduce the bug... Hope my progress won't be erased if I exit the game.
Well, I had to learn the hard way that you lose your progress when you quit) The gray screen was triggered when I stepped on the moving platform on the right and got immediately hit by a stray projectile. Hopefuly, this helps a bit