Grey actually would fit based on concept--at least as far as storyline is concerned. Consider this quote from N:While Grey certainly seems like a contender based on color, it doesn't seem all that sound based on concept.
Zekrom and Reshiram are supposed to represent Yin and Yang and Kyurem is thought to symbolize Wuji (or the absence of Yin and Yang). So something like Pokemon Void, Pokemon Zero (in reference to his Ice type) or just something more original than Grey.
Those ideas would be pretty outside normal Pokemon naming conventions though.
"Many different values mix together, and the world becomes gray... That is unforgivable! I will separate Pokémon and people, and black and white will be clearly distinct! Only then will Pokémon become perfect beings! Yes, that is my dream! That is the dream I must fulfill! <player>, do you have a dream of your own?"
N contrasts his own ideal of separation, and a Black and White morality, with the player's realistic view that the world is more complex than that, and that differing viewpoints are really just a sliding scale of grays. This is why I believe that the storyline of the third version might have you facing both dragons with Kyurem in the climax--it would be the ultimate symbol of the player's views that the differences between humans and Pokemon can be reconciled without having to segregate the two.