I had a quick look at all the usual places and, like you, I am not finding anything definite for these babies who were born and died too soon.
I did look at GRAY deaths registered in Newcastle 1864-1894, Death age/DOB 0-10. Time frame of 30 years and looking at the census returns I doubt if she'd had further children after that?
You have a (not so) shortlist of 229, which can be further refined.
A 'possible long shot' that I spotted is a Richard Richardson GRAY , age 0, Q4 1873.
I had a similar problem, trying to identify babies who were born and died in between census years, on the 1911 census it said they'd had 16 children and only 6 were still living. I could identify the six still alive, which left me with 10. Luckily the surname wasn't as common as GRAY
This was my strategy, its extremely time consuming and tedious but was worth it in the end. I 'really' wanted to know about these children so was prepared to put in a lot of work,
Search Free BMD for births for that surname in the relevant timeframe and district.
Hit the download button, you get a text file. Select all the text, right click and copy it, open a spreadsheet, click in the first cell, right click and paste. As its a csv file it automatically pastes into columns.
Delete extraneous columns (left with the quarter, year and first name columns)
Search Free BMD for GRAY deaths in the relevant timeframe/district, Death age/DOB 0-10, download and paste them into a spreadsheet. Delete extraneous columns, leaving quarter, year, first names, age at death
Match the deaths records to the birth records (work out year of birth from age of death), paste the death record onto the same line as the matching birth record
Remove the ones which have birth records but no matching death record - apart from the birth records of known children for this couple, leave those in for reference
Remove those where the child was alive for a census date
Highlight the cells for 'known' childrens' records.Remove records for those born too close before or after a known child's birth.
Look for distinctive forename(s) - check FreeReg, Family search etc to see if there is a baptism and parents names to be able to discount them
Look for possible family names - I found one which had a mistranscribed variation of the mother's maiden name :-)
I was able to visit the local archives and check baptism/burial records once I had a much smaller list
I also asked the local registrar for help, they were willing to check the register if I gave them a year & quarter for the birth, plus child's name and the parents' names I was looking for. They would check and confirm/deny if it was the registration I was looking for (but obviously they would only check against what I asked, they aren't allowed to give further info, you have to buy the certificate for that)
In the end I identified 7 out of the ten children who had died prior to the 1911 census. The other three are still a mystery and the only conclusion I can come to is that perhaps they were stillborn (rather than the live births that the census form asked for). Though I found burial records for the 7 that I finally identified I couldn't find any for these other three.
I don't know how successful this sort of exercise would be in your case (or even if you would want to attempt it!). The surname Gray was very common and Newcastle Registrars won't answer queries other than to send out a standard email giving certificate costs and how to apply.
and you've probably fallen asleep trying to wade through my waffle!
Boo