None.
What sometimes makes our job here at the website difficult is making sense of things for which we have spotty information. This is one of those cases... We just recently learned that there is an oil painting named Grey Heights, with an "E". To the right is a related uncited/undated clipping using gray with an "A" and butchering the spelling of "Hights." The comments made by its writer are very nice but the author makes no reference as to what type of painting he is referring to, an oil or a chalk? So we have no idea... What we do know is that if the spelling of the "gray" is correct, it is the chalk and it is similar in appearance to the oil. If it is about the oil then we do not know what the chalk may look like.
It is conceivable that RSW intentionally spelled "grey" differently for both pieces. Both spellings are correct. However, gray is the more popular spelling in the US, while grey is preferred in the UK. There are a number of instances where RSW would spell it one way or the other. We wonder if he used one word to convey a mood, like in Grey New England, and the other as a description of color.