And remove using what method? You have not provided nearly enough info and your video is private, so nobody can see it.
Sorry - just changed privacy settings. I'd like to use After Effects.
"I'd like to remove a grey background from a video. Every time I try, it removes other parts of the image that filmed grey. Do I need to reshoot?"
Yes, you do -- there is primary camera motion, focus pulling, depth of field changes, and the shot is basically black & white. You'd you'd spend days, if not weeks, and drive yourself crazy trying to remove a gray background.