We have had at least one gray stallion for 45 years -- maybe a little longer. We have about 30 gray horses right now.
ALMOST all of them are born a different color. That color is also genetically carried by them and can be produced. If the gray gene is also present with this base color, then the gray will always 'trump' the base color. The gray stallion we have now is a Driftwood bred horse that was foaled Grullo, turned a blue / buckskin dun (with dorsal stripe, zebra leg stripes and dark shoulder patches.) He is now white (at 12) with a very faint dorsal stripe that will probably be gone when he sheds this spring.
He sires buckskins, duns, and grays that are not born dun. At least 1/2 of his duns and grullos turn gray.
You can tell a horse that is going to turn gray in a couple of ways.
1) Even as foals, most will have a few gray hairs in their upper eyelids. This is easiest to see in the ones that are foaled sorrel, bay and brown. Much harder to see in the buckskins and duns.
2) When they start to get gray tails, they WILL turn gray.
This horse has a gray tail. A buckskin or dun would not. The tail would be black unless the horse was a red dun in which case the tail would be solid red.
I have seen legs stay black for a long time, but when the tail starts to gray out, the horse is a gray.
We used to fight with the AQHA all of the time. I finally had a letter put in our stallion's file that said he was born grullo, turned dun and finally turned gray. They will NOT register a foal as gray that does not have a registered gray parent. It NEVER is carried recessively like sorrel it. So, when our stallion was registered as gray, they did not want to register his grullo and dun foals without having us pay for DNA testing. I finally sent photos of him and 1, at 2, at 3 and after he had turned obviously gray. [He had a gray sire and a dun dam.] So now, no one has to have DNA tested to register their foal.