It was a pretty good script until the end. I felt like there needed to be a twist...maybe Shepperd could escape, and then go after Gray. I was already expecting Shepperd to die, and so I felt the script needed a twist.
I did notice a some things that you could change in the script:
-One thing you should do is take out the scene numbers. Scene numbers are only used in shooting scripts.
-You need to write character names in ALL CAPS when a new character is introduced.
-There doesn't have to be a : after the character name above dialogue. So GRAY:
Should be cahnged to: GRAY
A man steps out of a car on the outside of a modern looking skyscraper. His name is Elliot Gray
This could be changed to "ELLIOT GRAY steps out of a car on the outside of a modern looking skyscraper."
-Some of your paragraphs were a little long. Usually paragraphs in a script should be four lines at most. There was an eleven-line paragraph on page 8 that could be made shorter. And you could add another slugline when Gray leaves Shepperd's office.
Still, I liked your script. Good job.