I absolutely love [name]Gray[/name] for a girl! It’s my pick for our daughter due in 6 wks, I’m just waiting on final approval from my husband. 
I don’t think a girl should be named [name]Gray[/name]. I picture little girls bright and happy not gloomy like [name]Gray[/name].
I prefer it on a boy, but when it comes to middle names, imo, almost any goes! I would spell it [name]Grey[/name], because that is how I have always spelled [name]Grey[/name]/[name]Gray[/name].