In the story, a human asks one of the Grays if their world (Orvan) has a moon. The Gray responds, by saying "Sometimes", to a puzzled human.
If this "sometimes"
is an integral part of your story, then maybe we should look at it from a different perspective.
What if this planet has a sub-planetary body trapped in it's L2 Lagrangian point
? This body could be in permanent eclipse and only noticeable as a spot in the night sky where you can't see any stars. Every so often, when the companion star is close enough in orbit, the body is illuminated in phases that look like our lunar phases. But for the majority of the time you just wouldn't see it unless you were really hunting for it in the sky.
Would something like that work?
Alternately, imagine a world where a sub-planetary body is trapped in the L1 Lagrangian point. If it were large enough it would provide a partial solar eclipse all the time. and in some places a near full eclipse (or at least make the Sun look like a big bright ring at high noon).
There are lots of interesting possibilities if you spend a little time studying orbital mechanics. The key thing is to try to imagine how such different dynamics might look when looking up at them in the sky.