On this episode of The Young and the Restless, Lily questions Blake's intentions. She is wearing a gray military peacoat that appears to be the Marie DB Coat from Forever 21 which retails for $54.00. Unfortunately, the coat (pictured below) is out of stock.
Perhaps Ebay will be helpful. If not, to get a similar coat, see these options.
Lily is also wearing a turtleneck in this episode.
Her top is similar to this one.