The Non-Canon Expert explains how Gray Jedi were treated during and after Order 66, including three different types of Gray Jedi: those that received the title of Gray by being hostile to the Jedi High Council; those that were part of renegade/dissident sects with different philosophies/approaches to the Force than the main Jedi Order; and Force organizations completely separate from the Jedi Order and walked the line between the light and dark sides.
This is a Legends story for the Gray Jedi and Order 66. I hope that you enjoy it!