Gray[1] was the younger brother of Javic Piotr Thane (later the immortal "Captain Jack Harkness"). He lost his sanity following years of torture, becoming consumed by a hatred for his brother.
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Biography
Early life
Javic Piotr Thane and Gray were boys in the Boeshane Peninsula when it was invaded by an unknown alien race described as "the most horrible creatures you could possibly imagine", creatures that, according to Gray, lived to torture. Javic was told to run away and take Gray to safety. However, Javic let go of Gray's hand and lost him. He ran back but could not find him, and Gray was captured by the creatures. (TV: Adam) His captors branded him with a internee-identifying mark that remained permanently burned into the right side of his neck. Now a prisoner, Gray was tortured for years. Corpses piling up around him, Gray wished to die as well. Eventually, the other captives died and the creatures abandoned Gray, leaving him chained to a ruined city in the Bedlam Outlands with the "terrible things" he had learned at their hands. (TV: Exit Wounds)
Revenge
Being found
John Hart, a Time Agent and Javic's former lover, discovered Gray chained in a ruined city in the Bedlam Outlands, surrounded by bodies, the creatures having long abandoned the place and Gray. Hart said he had no idea how long Gray had been alone before he was finally found. John soon realised Gray had changed. Gray never forgave his brother and his hatred consumed him. (TV: Exit Wounds) Hart had given Javic, now going by "Jack Harkness", the information that "[he'd] found Gray". (TV: Kiss Kiss, Bang Bang)
Revenge against Jack
Gray molecularly bonded a bomb to John's wrist and threatened to detonate it if John did not cooperate. (TV: Exit Wounds) Hart set a trap for the Torchwood 3 team and then let them see Gray in hologram form, giving the impression that John was the villain. (TV: Fragments)
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Having placed bombs around Cardiff, John detonated them to keep the rest of the Torchwood team occupied. Gray made John take Jack back to 27 AD Cardiff. Gray and Jack were reunited, only for Gray to stab Jack. Gray forced John to bury Jack alive, so he could endure a never ending cycle of suffocation and revival, as part of his revenge. Gray then set about destroying everything Jack cared for, travelling to the 21st century and sending adversaries to the city through time and space. He also set Weevils out into the streets of Cardiff using a high-pitched sound which came from a vortex manipulator. He detonated explosives across Cardiff, causing untold damage, killed the four highest ranking members of the Cardiff Police Force, caused a nuclear power plant to go critical and finally shot Toshiko Sato fatally while she was attempting to talk Owen through shutting down the reactor. The resulting overload caused the living-dead Owen to watch as his body collapsed.
However, Jack was revealed to have been cryogenically preserved in 1901 after the Torchwood team of that era had discovered him. John Hart had betrayed Gray by burying with Jack a ring that emitted a tracking signal he hoped the Torchwood team could use to find Jack in the present. Jack told Gray that he'd forgiven him, but Gray refused to listen. Jack tearfully chloroformed Gray and put him into storage until Jack thought that his brother could emotionally recover from the horrifying events, if at all. (TV: Exit Wounds)
Gray was likely killed when the Hub was blown up by Johnson on the orders of John Frobisher. (TV: Children of Earth: Day One)
Personality
After being tortured for many years, Gray went insane and grew to hate Jack, blaming him for the agony he had been put through. Gray stabbed Jack when his older brother embraced him and took sadistic pleasure in the thought of having Jack endure a never ending cycle of deaths and resurrections. In addition to being sadistic and vengeful, Gray was ruthless and showed no remorse for committing murder, shooting Toshiko Sato and fatally wounding her.
Gray was horrifically unforgiving, refusing to give Jack absolution even after his brother had forgiven him for all the horrendous crimes he had committed. He claimed that, after everything the aliens put him through, his hatred for Jack was the only strength he had left, clearly implying that without it, he would be nothing. In the end, Gray just wanted Jack to understand the pain he had gone through. (TV: Exit Wounds)