If you let it sit for awhile it should darken. I've made gray before and it turned black after resting, same with red.
Or you can start out with chocolate buttercream and you won't have to add so much coloring.
Black, red, navy blue etc are all colors that really must be made about 24 hrs ahead of time.
For future info: save all your little dibs and dabs of icing - no matter what color - keep in a jar in the fzr until you need black or navy. Stir up and you will have an ugly 'base' color to which you add your black or navy paste/gel.
As the other poster said, adding choco is a big help for brown or black too. Improves the taste too 
Good idea about saving all those little leftover colors,never thought about that!
Just keep adding black..you are not adding enough color, dont be scared to add.
In this video I am making brown, but is basically the same thing.. I never let my
buttercream rest since I have to work in a fast pace. But I do use colors that I dont need anymore and use them for black.
Edna
Let it sit ahile,I hadte same problem and when I added tomuc it turnd a shade of green, when I aded too much.Ad alittle at at time nd wait a bit to see if you need more
If it's really dark gray, it will probably be black when it dries. If I need a lot of black, I usually makie chocolate buttercream then add black. Much easier that way. If I only need a little black, sometimes I just throw some cocoa powder in to turn it dark, then add black. HTH
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