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From Darryl Lundy's Peerage page on Agnes Gray:
Agnes Gray [1]
F, #28106
Last Edited=30 Apr 2011
Consanguinity Index=0.29%
Agnes Gray was the daughter of Patrick Gray, 4th Lord Gray and...
Scottish, English and French: from Old French, Middle English lion (Latin leo, genitive leonis), hence a nickname for a fierce or brave warrior, or a habitational name for someone living at a house distinguished by the sign of a lion.