Grey's survival story was an epic one.
The Dark Mist Spider simply refused to give up. Like a goat, it remained stubborn despite the enticing calls from the god of death hovering over its fate.
The Coffin of the Ancients was an incredible mystic treasure with a powerful mystic ability. The Coffin did not just turn the beasts to pureblood beasts, it also ingrained a sense of loyalty in them that they could not break.
This was why all 3 of Rex's transformed warriors and beasts did everything to ensure that he fulfilled his goal, even if that meant giving up their lives in the process. Once he became their master, they no longer had a will over their fate.
From Ambition's sacrifice to hold the powerful Desert Snake and its minions, to Storm's sacrifice, to Grey's even more tenacious sacrifice, they were all synonymous of the incredible powers of the Coffin of the Ancients.