Grey's current plan was to search for a way to heal Arya's brother who was still in a coma. He still hadn't asked his father if he could help, so his plan was to first ask him if he could help, only after confirming that he can't will he think of what to do.
He had been communicating with the triplet and found out about the current predicament of Arya's brother's condition. He recalled the last time he went there and had to fight a group of people using evil methods to increase their cultivation stage.
He promised to go back when he got help, but he still haven't been able to ask his father for help, and he had been very busy with increasing his strength and keeping himself alive.
His grandfather also promised him an opportunity when he returned, but he hadn't gone since leaving. Since he had gotten to the Third stage of the Elemental Venerable Plane, he shouldn't have too many problems with whatever opportunity his grandfather wanted to offer him.