Yeah, you're going to want an electrician to trace those wires. You're definitely missing a junction point somewhere (that shouldn't be there, but it is). It may be burried in a wall or ceiling where it shouldn't be, but things don't always get done up to code (you're wiring colour scheme is evidence of that).

Gotta figure out where those grey wires go as neither connects to the outlet, but the switch still controls the outlet. There's a puzzle piece missing.