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Is the light, LED, or lamp next to the gray cartridge, not coming On when the cartridge is inserted?
So the Gray cartridge is the only one that shows a light, in other words?
That light signifies 'it must be replaced' or 'something is wrong in that slot'.
I think that you will need to try this:
1. remove the gray cartridge, set it aside on its side on a folded fresh paper towel, without touching the copper-colored contacts nor the inky underside (a cartridge is ruined if this is done.)
2. turn Off the printer, and unplug it from power.
3. leave that way for at least 5 minutes but no longer than 12 minutes or so (so that the cartridge doesn't dry out.)
4. turn it On, wait for it to initialize, and demand a gray cartridge.
5. put the gray cartridge back into its place. See if the printer manages to recognize it.