Greys aren't neutral, mate — that's the first thing to understand. Almost every grey is built on an undertone: blue, green, violet or, on the warmer side, a touch of brown or pink. In the tin and on a tiny chip, the undertone barely registers. Put it on four walls in the wrong light and it takes over.
The usual culprit is north-facing light. North light is cool and blue-biased, so it grabs any cool undertone in your grey and runs with it. A grey that looked balanced in the shop — lit by warm spots — suddenly reads like a cold blue-grey at home. Add an overcast sky and it gets worse.
Some greys are simply cool by design. Farrow & Ball Pavilion Gray has a defiant blue-green base — gorgeous in the right room, glacial in a dim north-facer. Farrow & Ball Pigeon leans green-grey and can drift bluish under cool light too. If you want grey that *stays* grey, go for one with a warm underpinning: Farrow & Ball Cornforth White (a soft, slightly mushroomy grey) or Ammonite both hold their nerve far better. Little Greene French Grey - Pale is another reliable, gently warm option that won't turn on you.
"But I wanted a proper grey, not beige" — fair. The trick isn't abandoning grey, it's matching the undertone to your light. Cool greys (blue/green base) sing in bright south and west rooms where warm light counterbalances them. Warm greys belong in north and east rooms.
Practical bit: never judge a grey from the chip. Get a sample pot, paint two coats on an A4 bit of card, and move it round the room — by the window, in the darkest corner, morning and evening. Look at it against your skirting and flooring too. If it goes blue in the gloom, it'll do that every dull day for the next ten years. Pick the undertone that suits the light you've actually got.