Grace 'Gray' North is Daniel North's half-sister, her father is Henry North, but her mother is Arya Nasir. It is not currently known how it came to be that Henry had a child with Arya, yet still lived in the same house with Emily and their children, Daniel and Edward. It is rumoured that Henry and Emily maintained a platonic relationship and remained in the same house to care for their two children whilst trying to work out how to destroy The Being. Meanwhile, it is also believed Henry had a romantic relationship with Arya Nasir, which led to the conception of Grace North.
Grace is a Conduit, but she has been hidden from those who control the NHI so they haven't been able to research her and why Conduits in general are naturally connected to The Being. It was believed that Grace was the last remaining Conduit in existence, but this was disproved when Daniel North took the blood of another Conduit; Imogen Heller, to use as a catalyst for the Sorrowvirus.
Faceless' Epilogue follows Daniel North in Purgatory as he attempts to regain his memories and work his way out from Purgatory. When he remembers Grace North, whom he calls' Gray', she reflects, advises and guides Daniel throughout his perilous attempt to escape from Purgatory in order to get home to save his two siblings from The Being.