As far as anyone has been able to figure out, and it isn't 100% certain, the Anglo-Norman Gray/Grey families originated in Graye-sur-mer, Normandy, France. (The theory that they trace back to the Croys of Picardy is undocumented and unverifiable.)
Sorting out who was related to and descended from whom has turned out to be a real hooraw's nest. Some of this is due to bad/wild guesses, some to confusion among similarly named relatives, and some to "we just don't know".
Familytreedna.com has a Y-DNA project for people with the last name Gray/Grey, or claiming to have connections to families of that name. They have over 20 haplotype groups, most of them very loose and ill-defined. What this means, obviously, is that there is no "one big Gray/Grey family", but that various people took the surname at various times for various reasons.
Out of the whole kaboodle, only *one* person claimed Croy/Grai descent:
175660 Gray Reynold de Croy/de Grey, 1058-1097, R-DF21- R-Z2186
(No paper trail was provided, so who knows if it's accurate.)