Grey is dead in canon but is alive here. He has not died in MOM, and probably won't in the near future.

Death sensing: Grey died in canon, and is pulled from just after that point. Nico is welcome to sense this, yes!

Visible cause of death: He was healed by the Porter, but still has a scar over his heart from the knife that killed him. The scar is visible to everyone, but Nico is welcome to see shadows/black splotches/whatever you like around that point. Also, the knife that killed him was stabbed through his hand, and then yanked up to stab through his heart. He still has the scar on his hand too, so Nico is welcome to see splotches around that as well if you like.

Command level: Grey is canonly inclined towards obedience, so yes, I think it would make sense for him to be sensitive to Nico's command. In theory, any command is okay, including the command to kill - that is what he does in canon anyway. However, please talk to me before using this power! I would want to know what exactly he might have to do so that I could properly consider the consequences. Thank you!