I'd recommend browsing here, after setting the sorting to "Year released (desc)". There you'll definitely find the set you're looking for, but if I had to guess, you probably had 75315 Imperial Light Cruiser.
This checks the following boxes:
- Was sold between 2021 and 2022
- Is dominantly gray
- Has three engines
- Not small but not huge either
- Has two "wings"
- Has blue glow inside the engines
Although it is rather long, but still a bit triangular.
Let us know if you have found the one you're looking for, by writing an answer here and accepting it.
Edit
I've also found these, but they don't match all the listed criteria above - maybe you misremembered something?
- 75347 TIE Bomber
- 75348 Mandalorian Fang Fighter vs TIE Interceptor
- 75357 Ghost & Phantom II
- 75360 Yoda's Jedi Starfighter
- 75362 Ahsoka Tano's T-6 Jedi Shuttle
- 75363 The Mandalorian N-1 Starfighter Microfighter
- 75323 The Justifier
- 75325 The Mandalorian's N-1 Starfighter
- 75314 The Bad Batch Attack Shuttle
- 75186 The Arrowhead
- 75190 First Order Star Destroyer
- 75147 StarScavenger
After the comment saying you're not sure if it was Star Wars, you could still browse the Brickset database for the relevant years. You said 4-5 years ago, so maybe start with the sets released 3 years ago (in case there was a mistake in the estimation) and go until the ones from 7-9 years ago (sets can remain in stores after they are officially discontinued). If you are sure it was a LEGO set, you'll find it there, as Brickset lists all sets ever released. However, there are no such databases for 3rd party sets, so if it turns out yours was not genuine LEGO, the search will get a lot more difficult.
Anyways, try to remember more details: how big it was, maybe estimate the size based on other objects (your hand, a vase, other toys, etc.); did it come in a sealed box, if yes, how big was the box; perhaps ask other people who might have seen it what they recall; check if any photos were taken on that day; and so on. Keep in mind that while we are trying to help you, it is ultimately you who needs to put in the work to find what you're looking for.