Gregory and Elizabeth had an affair during the early years of her marriage to Phillip, leading to betrayal and trust issues for the Jennings when revealed at a later date.
Gregory's team of men fail to thoroughly clean a car used by Phillip to transport Chris Amador. The discovery of the car and Amador's ring at a salvage yard leads to the capture of one of Gregory's employees. This prompts the KGB to propose exfiltration before Gregory - and potentially the Jennings - become exposed. To motivate him to accept the offer, evidence framing Gregory for Amador's murder is planted in his apartment.
Gregory refuses exfiltration, and against The Center's orders, Phillip and Elizabeth allow him to go free. True to his word, almost immediately he engages in a shootout with the police, intentionally committing "suicide by cop."
Gregory appears briefly in the final episode, in a dream that Elizabeth has.