I ordered the heather grey Dinner And A Movie shirt too. It's the darkest heather grey shirt I've ever seen, definitely WAY darker than my other heather grey Phish shirts. It does look like a stealth black shirt, but I have a few black Phish shirts also and they are a bit darker than the Dinner and a Movie shirt. They probably sent you the right one but it was described poorly on the website. You might just get a refund.
I'd describe the shirt color as a "Heather Black", maybe. I still like it as I see it as the "2020 Tour" shirt.
For context here are two shirts that Dry Goods labled as "Heather Grey" D&aM on the left, MPP 2014 on the right.