Alcohols cannot be used as a solvent for Grignard reagent as alcohols react with Grignard reagent. Grignard reagent removes acidic H atom from alcohols.
CH3−OH+CH3−Mg−Br→CH4+CH3−O−Mg−Br
Hence, diethyl ether / tetrahydro furan is the suitable solvent for Grignard reagent.