From the BLM/GLO web site:
On August 1, 1844 John Gray of Perry Co, Alabama patented 482 acres in Union Parish, Louisiana. John Gray of Union Parish later patented 80 acres on August 10, 1858 and 201 acres on July 2, 1860. I don't know if these are all the same John Gray or not. A check of the deed records from Union Parish would probably be of help.
August 1, 1844W 1/2 SE 1/4 Sec 32 Twp 22N R 2E
August 10, 1858W 1/2 SE 1/4 Sec 28 TWP 22N R 1W
July 2, 1860W 1/2 SW 1/4 Sec 13, E 1/2 SE 1/4 Sec 14, E 1/2 NW 1/4 Sec 14, TWP 23N R 3W
From the Union Parish, LA USGenWeb site:
Union Parish marriages 1850-52
Both Mattie and Bessie would have been pretty young when their parents died so they may have not even known they were not from Louisiana.
I'm still drawing a blank as far as Alexander H Gray goes. I wonder if there are tax lists from Shackelford or Throckmorton Cos, TX that might list Alexander. I don't know who else could have taken Mattie, Bessie and Adolph all the way to north central Texas.