Are there any instructions on how to do hairstyles with these? I've only been able to do a bun so far

No instructions on using them for alternative hair styles.

Are they supposed to be pretty open when new? They all seemed stretched open or something, which makes it hard to use them.

A hair pin is not like a bobby pin. It should have 2 slightly tapered stems (a little wider at the bottom and curved at the top). I got the flocked hair pins for my granddaughter who wears her hair in a bun often and hair pins do not pull the hair like a bobby pin. The pins being flocked make them even better.

What happened to the grey ones?

I did not like these pins at all to soft and flimsy could not get them thru my hair

Will these get through a metal detector - such as in an airport or prison?

Yes they will get through metal detector. Not sure about prison as they might consider hairpins to be sharp objects. Thank you for your Question and interest in Frenchies. Kindly, Team Frenchies