His Majesty’s Regiment of Dragoons, later to be known as the Scots Greys, originally wore grey coats with blew bonnets or possibly reddish brown fur caps. They were known as the 'Grey Dragoons' at this time by their opponents, the Covenanters...
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From 1685 onwards they were supposed to change to red coats, probably with white facings as the rest of the Scottish units even though they were on the English establishment.
The first mention of grey horses appears at a parade in 1693:
"In 1693 they were inspected in London by King William III - on this occasion the whole regiment was mounted on ‘greys’ (horses with white or dappled-white hair). This gained them the nicknames ‘Grey Dragoons’ or ‘Scots Regiment of Grey Dragoons’, though this only became part of their official name in 1877, when they were renamed the 2nd Dragoons (Royal Scots Greys)."
I intend to model my Dragoons in grey coats, white facings and a mixture of bonnets and fur caps. Officers will be in floppy hat.