It can be used in various situation and it refers to many different feelings. It can be - 'something is not right', 'I think it is odd', 'I am suspicious of it', 'It is weird', etc. One thing I can clearly explain is, it is generally used to express your negative feeling.

뭔가 (somehow, in some (indescribable) way) 좀 (a little) 그래 (like that, like so). It is a vague phrase, like "It is a bit ... you know what.". The speaker is saying they feel or notice something but don't know exactly what it is, so they just say 그래. 그래 normally refers to something already mentioned or at least easy to guess by the context, but in this usage it is not. It is usually understood the same way, that there is something the speaker finds not entirely likable or satisfactory, like something uninviting, out of place, or some other vaguely negative quality.

I dont know