I have this problem too. When it goes Grey I have no internet, cant send msg's etc etc. It seems that it means the same as your wifi icon. That is to say, when it is blue you are connected to a hot spot and logged in, when it is grey you have a connection but are not logged in (able to use that connection)
So with the data icon i would presume that you are physcally (if you get mey meaning) connected (as in your phone can see the signal waves) but the signal is not authenticating your connection. I had this a while back and when I contacted my provider, they said it sounded like my sim card was failing and a free replacement sorted it fine.
Other than that I find the the annoying reboot of my phone sorts it.
I have searched the net quite a bit and no one is able to give a satisfactory answer. The background data may be correct but not to the OP query as this happens without anyone touching the settings and also I fail to see that the connection to google services makes a difference (but please correct me if i am wrong in this) as sending txt messages surely only needs you to be connected to your provider??