Generally there are three colors the iOS messages app provides each for different sources
of messages they handle; gray is inconclusive. This one seems to appear when an iPhone
user is in an area where the cellular service doesn't have or has failed to encode messages.
The appearance in 'text balloons' is telling mostly for iOS Apple devices; though some non-
Apple other mobile-OS devices may show them (blue, along w/ iPhone message info header.)
They unlikely are user-changed, they're supposed to identify the end user/product signal source.
Various cellular providers may have software/hardware to facilitate use of these color identifiers.
While I've experienced there are three: the Blue is between iOS device/users; Green between
SMS/MMS user and iOS device user. Gray has happened in between both iOS iphone users,
non-Apple and Apple cell phone users; and also where both users have non-Apple cell phones...
{In this, a Gray one seems to differentiate that some aspect of the signal source isn't supported.}
I've been able to copy a generic text sent to a friend (from my iPhone) to his iPhone, and forward
that to a non-Apple phone, so they get a blue message. I can also send the other way, copy the
generic message in green (so those who'd not usually see the green text balloon) can get one.
Actually I'm not certain... but have observed how my iOS Devices, iMessage and Messages in Mac
handle SMS/MMS text messages; & haven't seen practical reason to change these identifier colors.
If you may find an answer, hopefully that won't confuse those of us who've come to rely on Standards.
Good luck & happy trails! 🙂