grey black sludge in my radiator???

I think radiator stop leak can cause something similar to what you are describing. If you have oil/trans fluid in you coolant your radiator and heater hoses will become very very spongy. Sometimes the oil damages the hoses enough that the outside of the hoses start to get kinda slimy from oil breaking down the rubber.

While a white frothy substance on the oil cap can be an indication of oil and coolant mixing it isn't a guaranteed indicator of it. Some cars build up white froth in winter months on the bottom of the oil fill, the chrysler 4.7 comes to mind as a engine that is especially bad about it. But they make the froth without mixing oil and water, it is just condensation from not getting the engine hot enough to burn it off.

If your engine oil or trans fluid is milky and cloudy then you prolly have some mixing going on. Water in the engine oil is very very bad on bearings. Water in the trans will cause the clutch plates in an auto to break down.