Amy Madigan and Eric Dane in "Grey Lady" (Credit: Beacon Pictures) The modest detective drama “Grey Lady” feels as if it might have been adapted from a mass-market paperback. But this routine thriller about Doyle (Eric Dane), a suspended Boston cop conducting his own investigation into the murder of his sister and his partner, is an original story by producer Armyan Bernstein and writer-director John Shea. This low-budget drama adheres to many of the conventions of the detective genre, without really distinguishing itself in any of them.