All the radio wires are connected correctly. But the large gray wire is going off to an external amp and the speaker wires are coming out of the amp.

The amp is sometimes mounted right next to the radio and sometime a foot or so away. Just follow the gray cable.

So did you test the car speakers by pulling the plugs from the back of the amp or did you hook on to them using the fader?

And..... The antenna you have is without a doubt a replacement. You can toss in another one for less than $100, at least that's what Automobile Atlanta gets on them.

You might also consider an after market Harada. Made for Japanese cars but they do work well in a situation like this.