a coalition heavy that has armor but NOTHING can go through it just bounces off and turns grey

Well, you can do that pretty easily. Go to the coalition's code, go for the armor part and change it's material to "Test".
It's practically indestructible, almost everything will bounce off of it.
The only things that would destroy it's armor would be some terrain-wiping device.

You can't make the bullets turn grey though.

Just make a material that everything pierces, but is really dense so nothing comest out the other side. Make the armour out of this with insanely huge GibImpulse and GibWoundLimits and have the wounds emmit a single gray MOPixel, you can also define the pixles spread so that if bounces directly back if you want.

Make it denser?
How you make that?

Look in the materials section of Base.rte, I think its kg/m2 or something along those lines.

Sounds like Shook's “Reflective Robot MK-II” from HuegPackOMods, however it just not have armors but tough body skin(?), does not reflect something and turn it grey but “have the wounds emmit a single gray MOPixel” like what Major said.

“NOTHING can go through”, so you mean if some “actor” crash on it, they turn grey too? I think it's almost impossible.

Been done before, the district 9 mod had the microwave gun which, though been awesome, lagged like hell(DON'T POINT IT AT THE DROPSHIP!!!!) And CC48 made the hl2 weapons, the secondary fire of the first made enemies white.

I don't remember the microwave gun, but the hl2 weapon, do use lua to flash those actors, it's easy(the code is simple) but can only make things all white(if you kill them when they're “flash” and turn them into terrain, they'll be white forever), not gray(or grayscale images). And I have no idea how to make it flash right after reflected.

I mean like you know when a dummy with a Default shotgun shoots a coalition punisher the bullets Bounce off and Turn Grey Like that

Maybe that's because the shotgun 'bullets' themselves are grey?
And remember, even an impenetrable armor doesn't do jack ♥♥♥♥ if a dropship's careening towards your chest. Even more so when it's aiming for a kamikaze at your head.