Check refresh rates with video and when the video is windowed.
A doubled or halved refresh rate can create this. In addition, some video color modes from the GPU also use a limited range RGB which can also have this effect. Force full range. If the GPU settings cannot fix this (I've seen similar 'gray blacks' with DSR settings on this 120hz panel, its all about color/display/refresh in my experience) you will need to look at the renderer ffmpeg etc, it is likely some sort of mode gets activated with these players you don't want.