@Syanalassa Gray (or grey for the brits) is haiiro. Traditionally, it is written in kanji 【灰色】and you're right in that during "romanisation" it becomes "hairo" but the thing is that the source uses Hiragana to actually spell 【はいいろ】
also, Romanisation shouldn't delete that additional i if they want to do a more direct translation. the reason is 灰色 is composed of 灰 = hai & 色 = iro
iro mean color, and hai is ash. ash color 【灰色】 is gray.
/nerding_with_moonrunes