[Benjamin Kirchner]

I just had this same problem. Greyed out, style: missing, exactly the
same. I uninstalled then installed again. When I reinstalled, I
changed the directory back to the default - the first time I had it in
just c:\office. When I installed again, i changed it to c:\program
files(x86)\microsoft office\

Now, the insert citation works fine, all the styles are there and all
options are open.

I hope this helps! That was frustrating. Of course, now I'll just have
to discover what features I disabled when reinstalling... !

Good luck