I agree with Jessica. Grays are great! I'm sorry you've been unable to locate one. You can't buy then where I live either. I wish I'd been able to get captive bred, but since I couldn't I caught mine. Do you know what they sound like? If not, check online. Familiarize yourself with their call. After a decent rain, go out around dusk. Listen for them. If you hear them, follow their call. I caught mine in my backyard/pasture near a wet weather creek. That works for the males. I wish I could find a female or two that way. I would like to breed them, keeping some and releasing the others. Which is also not completely legal in my area, but only if I get caught.

Good luck!