I think in this lyrics the person is taking about themselves as if they are a pitiful person that is too in love with the self pity and pain to wake up and take help. She knows she is hurting others by not taking the help and remaining a self pitist which is why she doesn't want the other person what she has become it kills her that she is hurting someone else with her pain and self pity but she is "caught in the grey" because she is torn between saving herself or staying in love with her self pity and watch the person she loves to death die more as she dies within herself pity. She wants to run away because she doesn't want anyone else to suffer because of her and feels even more guilty for people loving her and putting others in that situation to suffer.
I think in this lyrics the person is taking about themselves as if they are a pitiful person that is too in love with the self pity and pain to wake up and take help. She knows she is hurting others by not taking the help and remaining a self pitist which is why she doesn't want the other person what she has become it kills her that she is hurting someone else with her pain and self pity but she is "caught in the grey" because she is torn between saving herself or staying in love with her self pity and watch the person she loves to death die more as she dies within herself pity. She wants to run away because she doesn't want anyone else to suffer because of her and feels even more guilty for people loving her and putting others in that situation to suffer.