“Grey” is an apt qualifier for the house in Levi Holloway’s play. For one, like Holloway’s ghost story, the color is eerie; the hue is associated with fog, drear, and mystery. But grey also suggests a vague middle ground, neither black nor white. En route to her father’s home, Max (Tatiana Maslany) and her husband Henry (Paul Sparks) are driving between two places—wherever they came from and wherever they are heading, locations that are never fully defined. The house they stumble into is an in-between.