Yes, GREY is not widely supported on Windows freeware software, though it works great with Linux. You may have to use some commercial software. We tried some from theimagingsource.com that has some greyscale cameras, but it only supports their own cameras. If anyone here has experience with Y800 grayscale capture on Windows, please share.
Otherwise, you can always modify the DemoEyeTracker module to output YUYV instead of grey (you will have to modify the C++ code and recompile, this is done on a Linux machine only). You would add a line with a call to jevois::rawimage::pasteGreyToYUYV() to paste the greyscale output from the eye tracker to an YUYV image that will be sent over USB.
If this is difficult, we can do it here for you in a few days.