Dreadful Visage vs Grey Mist

How close are they?

ΔE 25.5, loose: different enough that you should pick on purpose. Grey Mist is noticeably darker, more muted than Dreadful Visage.

Can I use Grey Mist instead of Dreadful Visage?

Not as a straight swap; see the closer alternatives below. Loose match (ΔE 25). Grey Mist is noticeably darker, more muted than Dreadful Visage.

Can I use Dreadful Visage instead of Grey Mist?

The same difference applies the other way round: Dreadful Visage is noticeably lighter, 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.