Changed ceiling fan switch - NOW - no medium speed - 1 fast and 2 slow speeds ///
Black wire L // grey wire #1 // brown wire #2 // purple wire #3 - what's up??

You probably got the wrong switch. See CeilingFanParts.com Home (http://www.ceilingfanparts.com)

One of the switch designs sends two wires to a dual capacitor. The switch selects none, one, the other or both capacitors.

Another way which isn't common is the windings are selected. There will usually be a single capacitor in this case.

Many options are available as per the website.

Kiss is right you got the wrong switch. What make is the fan?

Ceiling fan pullchain replacement and repair - Ceiling Fans N More (http://www.ceiling-fans-n-more.com/ceiling-fan-pullchain-replacement-and-repair.php)