Grey wire in ceiling rose

My son disconnected ceiling rose on bottom level to fit new light and was sure he knew where they went back however on fitting new light the new light stayed on;we connected back to how he thought they were and ceiling pendant works as it should as do other lights however when we connect new light it stays on.if we disconnect the GREY wire completely on new light scenario all lights work as they should,
Can we leave this grey wire unconnected or should it be connected to one of other wires either in loop or on neutral side of connections.
He thinks it was joined to black live originally which in that scenario light only works fine with original pendant???