Thank you everyone! He does have what appears to be a dorsal, but we all know how shading on babies works lol! Our bays do tend to have a dark center back that fades out, but not a defined dorsal per se.
Since she is maiden & I didn't have her tested to know if she is homozoygous for the gray gene, we'll just have to wait and see! I quite enjoy the not knowing. I did find a couple of white eyelashes though :) Our stallion is bay though the 2 times we have bred an outside grey mare to him they threw buckskins. There are several duns, grullas & bucks on the stallion side in the lineage. I'll be happy whatever he happens to be, he's healthy and a pretty big boy, much bigger than I expected from a maiden.
Life is like a camera. Focus on what's important, Capture the good times, Develop from the negatives and if things don't work out, Take another shot.