Gray horses are funny! First off gray isn't a color. It is a modifier. You have to have a gray, to get a gray, same as dun! If you breed a gray to any other color you still have a 50% chance of getting a gray if the horse is hetrozegous. If it is homozegous you have 100% chance of gray. When I register my horses I always put Bay/graying or Black/graying, then you know the base color you are working with.
If you breed 2 hetro grays, you can get a 25% bay/black, 25% chestnut, and 50% gray. So if you are trying to stay away from gray. I like to have the none gray parent to have no gray behind them. This isn't 100% guarantee.
Your mare is probably hetrozegous for gray. But it is still just a roll of the dice. It is still 50-50% chance of gray.