What color was her sire?
As to not being grey... That is easy. I means that the parent that had the grey only had on grey gene to pass on and did not do so. If both of your mare's sire and dam were grey, it means that both her sire and dam had one grey gene each and neither of them passed it on.
Do you have pictures of your mare and her pedigree? I would like to see them if possible.