ΔE 20.5, loose: different enough that you should pick on purpose. Azure is noticeably darker, much more saturated than Gravelord Grey.
Not as a straight swap; see the closer alternatives below. Loose match (ΔE 21). Azure is noticeably darker, much more saturated than Gravelord Grey.
The same difference applies the other way round: Gravelord Grey is noticeably lighter, much more muted.
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 Gravelord Grey on the colour wheel See Azure on the colour wheel
All matches: Gravelord Grey equivalents · Azure equivalents