Most Grey aliens live underground of course, but they have spaceships also, and live both in the Earth and Mars.

There are roughly 12 billion Grays in our solar system.

http://www.bibliotecapleyades.net/vida_alien/alien_contact04.htm

Yet I'm not aware of any nation that has an official stance on them.

So what is our policy regarding the Grays?

I invite you to take a moment and review the Code of Conduct of this group in the pinned post. Your post is considered a conspiracy theory,  which is not allowed in this group. There are enough technological efforts and advancements to bring Asgardia into a real future. This post has been scheduled for removal. If you disagree with this decision, you are welcome to contact one of the group administrators.