ScottishMouse I quite often mix Dylon colours, sometimes very successfully and sometimes not so much. It's a bit unpredictable and so I mainly do it when there's little to lose e.g. it's a charity shop buy or it's something I'm unlikely to wear again unless I change it.
I'm not so sure about mixing navy and grey because I've found that, with two dark colours, one will often just drown out the other. I think grey and a mid blue might work better, although if they're already a dark-ish colour you might get much change with that combination. And as Crafty says, the stitching is unlikely to take the dye so it's normally better not to stray too far from the original colour, unless you actually want some contrast.
If it goes totally wrong, Dylon also do a dye remover which basically strips out all the colour so you can try again. It'll make your home smell like a chemical plant though so beware!