I would leave all the walls white. The fireplace is your focal point, and it can be dark gray, if that is the color you want it to be. Only 1 focal point is needed.

Thank you!

I want a cozy feel to room but all 3 would be a definite no? Lots of light during the day.

All 3 painted a dark gray is going to feel a bit like a cave. Leave the walls, paint the fireplace wall. Put up some draperies and blinds too, if you need them, and get a pretty rug, and furnishings, to give you the cozy look you are wanting.