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Ray was born in Glasgow on 25 October 1895, the son of Emily Kate (from Wednesfield) and John (from Cumberland) Grayson. Why is was born in Glasgow is unclear, as the rest of his siblings – Gladys Mabel, Robert William, Sarah Elladene Sissie, Edna Elsie Florence, Jack and Myles Alfred Waugh – were all born in Wednesfield. Presumably his parents were visiting or working in Scotland around the time of his birth. His father, John, died in Wolverhampton in 1916 at the age of 44.

In 1911, he was living with his family at 13 Wolverhampton Road, Wednesfield. By this date, Ray had become an upholsterer for a furnishers. On 27 March 1913, he enlisted with the Chatham Division of the Royal Marine Light Infantry. He later joined the 6th Battalion of the Gordon Highlanders (number S/14929). He was killed in action on 31 July 1917. He is commemorated at the New Irish Farm Cemetery in Belgium, as well as on the Monmoor and Victoria Works Memorial (where he presumably worked at some point), and the Wednesfield Village Roll of Honour.