ΔE 21.7, loose: different enough that you should pick on purpose. Greatcoat Grey is a little darker, much more muted than Deep Azure.
Not as a straight swap; see the closer alternatives below. Loose match (ΔE 22). Greatcoat Grey is a little darker, much more muted than Deep Azure.
The same difference applies the other way round: Deep Azure is a little lighter, much more saturated.
ΔE is the colour difference between our two swatch estimates: under about 6 is close, over about 15 is loose. Real paints also differ in finish, coverage and how they thin, so test before you commit.
See Deep Azure on the colour wheel See Greatcoat Grey on the colour wheel
All matches: Deep Azure equivalents · Greatcoat Grey equivalents