This is not a Grand Prix. White is using a tricky move order against you which does not commit to f4.
Most of your opening moves are plausible. Even the end position doesn't look terrible for you, play 12...Qb6 and if he doubles your f pawns, ..Kh8, ..Rg8, and possibly ..f5. White does appear to have the upper hand though - as he expands on the kingside some of Black's pieces will look out of play.
For an improvement you may want to look at ...d7-d5, either on move 6, 9, or 10.
After Bg5, I found that my position was destroyed... White threatened to play e5, winning my knight. If I moved my Queen, the Bishop takes on f6. If I play d6, white plays f4, still threatening to play e5 (Bxe4 doesn't work after f4 - the position is still bad). In the end, I played e5 which opened up his light squared bishop's diagonal, and I got destroyed.
Any help after Bg5? I played h6 but then Bh4 and it's still bad. Fritz recommends g5, but I don't know the theory for that, nor can I find it anywhere in my database, and it looks bad because it weakens the kingside.
Thanks