Export entire session is gray

You appear (as far as I can tell) to be feeding track outputs direct to an external source on your sound device. You won't be able to mix anything down unless the track outputs go either directly, or via a bus, to the Master output. If the Master output thinks nothing's been sent to it, then it thinks (quite correctly) that there's nothing to mix down. What you should do is route everything to the Master track and route the output of that to your speakers.