There have been a few posts re grey areas in hell. I can tell you from personal experience that these grey areas are not places where one will have a second chance. They are prisons or holding areas for the final judgement, the lake of fire. There is no comfort or thought of pardon there. Just dread. like being in a concentration camp awaiting extermination.
 
Just as Jesus said there are many mansions in heaven, so too are there many dungeons in hell. That is why you will here many different descriptions of hell, they are probably inumerable. If some one reported seeing a grey area, you can be sure it was not any sort of purgatory, there is no second chance after death.