User blog comment:FairyRaven/Fairy Tail Chapter 366: 1000 Souls, Review and Commentary/@comment-6904925-20140109160953/@comment-7418318-20140109172848

Come to think of it, Gray said that he's going to avenge his parents (as opposed to just his mother) when he learned that Deliora was sighted near Brago. And he didn't mention any siblings either.

So unless he was raised by a foster father without ever learning that this person wasn't his biological father, it'd make no sense for Silver to be his father.

Though a half-brother might also make sense. If their father left Silver's mother to marry Gray's mother because she got pregnant after an affair, it'd give Silver a reason to hate Gray, since in a way Gray was the reason for Silver's parents to split apart.

In extension Silver might have even bargained with Tartarus to gain revenge, giving up up his Humanity and becoming a Demon in their service in exchange Tartarus sending out Deliora to wipe out Gray's village and family and Gray himself (though that part failed).

But that still wouldn't explain why he'd become a Devil/Demon Slayer and would "consume the souls of Devils"...