There is a grey arrow icon next to the name of one of my contacts, it's not red purple or anything I've seen. What does a grey arrow mean?
A grey icon means that the chat or Snap is pending or it might be expired. This could happen because of a few reasons:
The friend you've been writing didn't accept the friends request. You can do anything unless he/she accepts it.
You have a very slow Internet connection and actually it takes a little longer until the message fully arrives at the destination.
That friend removed you from their list making communication impossible.