How do I add sources that are web-based, grey papers, such as the WHO, the mental health commission or royal commission. There used to be a tab in the drop down menu that is no longer there
I'm not sure what "tab" you're referring to. You can save regular webpages — with the gray icon — just by clicking the save button, as on any other site.
If you're having trouble saving across many sites, see Troubleshooting Problems Saving to Zotero.