It's too late for this, so for future reference: you want to get a swap of both colours from your supplier and send them to your future customer (on her costs). She can then pick her colour (not from a computer screen).
Then you let her confirm the order and colour by paying half of the order up front, unrefundable! THEN you order the lace and make the products.
In this case: she confirmed and payed for the custom order? She was fully happy with what you were going to make and she had no doubts? You made exactly what you promised to make?
Then no, she gets no refund!
A change of mind is not a valid reason for a refund.
But again, to avoid these kind of awkward situations in the future, you want to go with the strategy above.
Is there still enough time to reorder lace, in the lighter grey, and make her a new custom order? I'd go with that and eat the loss of the investement in the darker grey. I would find a way to sell those to another future customer.
You want to please your customers, but within certain limits.
She picked the wrong colour OR her computer monitor colours are off..........