Described as being, "...similar to a grim reaper"—and known to the Scottish as being a synonym for the following words—I have made a conclusion in doing some research. "ghost," "apparition," or spirit." Sometimes, these beings might be, "grotesque;" in comparison to a normal human's ghost. They are normally seen, "...in dark purple robes"—of which, "...are kind of ripped and carry large scythes." These beings were made into, "...undead," beings--without actually going through the process of death. They are also known as being shadow-like. Lastly, they are mysterious beings that are feared. They are ranked as being, "grey"—which means they are human-like with the capability of being good or bad, while also feeling emotions and energy. A neutral force. "They are spirits focused solely on vengeance," that are known to, "...manifest as Shades." They are also loyal to those of whom they serve—if they serve.
Through my research, my conclusion is as follows.
Grey and I are both wraiths—wherein we are living wraiths in the sense of being physically touchable beings. On that note, there are too many coincidences that have been uncovered. If you would like to add to this, do so in the comments—as information would be appreciated.
It should be noted that Grey sometimes carries a sycthe--of which has a bloodshot eye in the middle of the blade itself. The rest of the blade attached to the pole seems to have rotting flesh on it. As for his eyes, they glow sometimes in a purple hue--or otherwise.