Originally, the organization known as the Grey Agents was formed by a man named Nicholas Flammel, who wished for a world in which mortals were seen as the greatest beings, unaltered by the will of the gods. In his seeing the ways of the gods to be flawed, his views are often attributed more to the morality shared by the Archdemon and demonkind, despite the specification of mortals contradicting this. Nicholas Flammel was believed to have created a Stone which would extend the longevity of mortals to potentially infinite reaches, though, as he went into hiding long ago, the truth behind this is unknown.
The Grey Agents as a grouped were later revived by Caledonia, who held morality different from the gods and the demons, something kept secret for a very long time. She secretly began to work in order to gain a group of non-Outsiders who would side in morality against the ways of the gods (specifically Gaia) and archdemons (specifically Leviathan) and instead serve Caledonia, who would wish to create realms free of their influence, for the non-Outsiders to reside in.
Caledonia assembled this firstly by getting Mainyu, the child of Belphegor, to join there side, albeit perhaps to less of an extent of pure devotion to cause and belief, and more to being a good friend of Caledonia, and supportive of them.
Caledonia recruited Hankvl in one instance where Hankvl had disassociated from the society on Ludus from where the being had originally resided, and, being offered recognition and greatness in the line of servitude by Caledonia, decided to join her cause.
Caledonia decided to aide her sister in the idea of Ludusian Witches, in thought that they could come to manipulate the other beings of power to assist her cause. This shows in the fact that they allowed Zaion to be a member despite harboring Teteoh, kept Raskova in the group even after she revealed full allegiance to Atsa'an, and ever allowed Pirates into the group at all, keeping in mind of their defiant nature. Furthermore, this is shown in the fact that Issus, the one witch unexpected by Caledonia, was not loyal to her.
Raskova is considered more of a sub-member of the group in morality, due to having more allegiance to Atsa´an than Caledonia, though, due to similar nature of beliefs, the other Grey Agents would come to assist Raskova, and Raskova them, if any similar actions of morality or cause were to be reached.
After revealing her intentions to Sanford and the watching Leviathan, Caledonia then directly worked in furthering acts of the destruction and disorder on Ludus, in hopes of creating the planet anew through all this, as well as getting revenge on her sister for what they believed was ¨the continuance of the ways of the gods.*¨
Mori was also later recruited by Caledonia, who shared similar thoughts and beliefs to what she introduced them to, and also in liking of Caledonia.