His father was killed in action in Iraq soon after his birth; in 1918 Mary remarried and Willoughby became the stepson of Lieutenant General Henry Pownall.
[citation needed] Gray served with distinction during the Second World War with GHQ Liaison Regiment (Phantom).
The resource and initiative shown by him at all times has resulted in a great deal of vital information reaching Army and Corps HQ much more quickly than would otherwise have been the case, in addition, he has shown great enterprise and complete disregard for his own personal safety on many occasions, notably whilst carrying out reconnaissances in the Antwerp area during the advance through Belgium.
He appeared in the James Bond film A View to a Kill (1985) as the retired Nazi doctor and Max Zorin's (Christopher Walken) head scientist Dr. Carl Mortner/Hans Glaub.
His wife, who wrote as Felicity Gray, (née Margaret Andraea) was a choreographer, speaker and writer on ballet, who notably taught Gene Tierney for her role in Never Let Me Go.