That would be black market, almost assuredly if you are talking about "injury repair" peptides. Exceedingly few prescribers in the US are writing for those.
Grey market references stuff like HIMS where you are getting a real doctor to write you a prescription and a shady compounding pharmacy takes those Chinese black market peptides, compounds them, and ships them to your door.
Black market is just going direct to the source in China and getting them for yourself without a prescription.
Gray market includes research peptides in that they are legal to sell for research purposes, not for the purpose of human consumption.