First of all, congrats on adopting! Your home is a very new setting for your grey. I'd give him lots of time to settle in and get to know your routine. When you walk with him, be confident and positive, using a happy voice, maybe carry some yummy treats to reward him for his bravery. It's normal for him to feel most safe in the crate. Nice that he'll come out to greet people. In time, he'll morph into a relaxed pet. Just be patient and loving with him. My grey seldom wags his tail although he is a happy and well adjusted boy.