OK, a fix to the grey problem (which is only going to work is DHUD is no longer running).
load up your character and open your bags, bank and keyring (doesnt matter if they're offline)
enter the following into the chat window (one line at a time - copy and paste it)
/script ARKINV_MainFrame1:SetFrameLevel( 3 )
/script ARKINV_MainFrame2:SetFrameLevel( 3 )
/script ARKINV_MainFrame3:SetFrameLevel( 3 )
logout, log back in
it would appear that wow will put them back to whatever level is appropriate (so i'm not sure if DHUDs doing this deliberately or just has xml naturally that deep). but the next version of AI will have an option to hide the bar frame completely so if you keep DHUD then you can still use AI.
Woot. :) Glad I was able to be of some help :)