Woke up and my dogs eyes have turned milky over night?

If he has glaucoma, the eye(s) can blow at any time. This is serious and you need to be seeing a professional today, not leaving it until Monday. If it is glaucoma, it might be possible to give drops to reduce the pressure, but it may already be too late to save one, or even both eyes, if they have both gone. And this condition is painful.

ps I don't know why your vet should have suggested she has no idea why this would happen so suddenly, much as no vet will express an opinion without seeing the dog. I hope she's specialised enough to deal with eye conditions, or know enough to refer you.

I'd think cataracts, it can present the blue/grey color you mentioned.

"Seventy-five percent of all dogs diagnosed with cataracts will develop cataracts within one year of the first diagnosis and it can develop very rapidly, literally overnight in some very severe cases."