Gary was a worker at C&S Industries. At some point, during or after the Chimera's invasion of America, C&S Industries was placed under a quarantine to find out which workers were infected with the Chimeran Virus and which weren't. The quarantine was told to be temporary till the grouping of the workers was made. However, Gary noticed that the barricades used for the factory's quarantine weren't for temporary measures.
If Gary had been converted into a Grim, then he was either killed or avoided by Capelli, or he might even still be developing in a cocoon.