Can you post a pic. There are never hard rules

In this instance I’d blend into the roof. It looks ok as is, are you painting for maintenance or looking for a change?

I'd do the sides of the dormer in a similar reddy browny tone to the bricks , and the top board in white , while the rest I'd leave as it is .

Sorry I should clarify, we are changing the roof to colourbond monument, weatherboards hammer grey and windows monument. My question was if we should treat the dormer like the rest of the house and paint in matching colours or try to hide the dormer and paint all monument to blend into the roof

Firstly how often do you even look at it, is it a really critical issue to stress over? If it’s not then there is no wrong choice,
Even if you do look at it what feeling does it give you. Do you like it being there, in which case highlight it with a lighter colour, if you don’t like it then let it blend with the roof.

Are you changing the dormer windows , the rest of the house or both ? And when you say you are doing the weatherboard grey , the only weatherboard I can see is on the dormer ? Is there other weatherboard downstairs ? I still would be inclined to do the sides of the dormer in a reddy browny brick tone , with that top 75mm or whatever in white , and the rest ( windows and surrounds ) to match the downstairs windows -- you basically want it to look like part of the house , not a black box or grey blob or pink growth . . . . . . . . . . .

I’d match it to the new roof.