grey box on screen that I cannot click on or remove

Turn off Voice Control if enabled.

HowTo:

https://support.apple.com/en-al/guide/mac-help/mh40719/mac

This is something different.

Go step by step and test.

Restart.

Reset PRAM:  Reset NVRAM or PRAM on your Mac - Apple Support

Reset  SMC:   How to reset the SMC of your Mac - Apple Support   Choose the appropriate method.

Startup in Safe mode. https://support.apple.com/en-gb/HT201262

To leave Safe Mode, click  in the menu bar and choose “Restart”