His Grey Grace|
Prince of Sorrows
|Book(s)||A Dance with Dragons (mentioned)|
The Shrouded Lord, also known as His Grey Grace and the Prince of Sorrows, is a mysterious figure. Many say he is just a legend. 
The Shrouded Lord is said to rule the mists around the Sorrows since the time of Garin and to spread greyscale through the grey kiss, although he does not bestow his kiss lightly according to Haldon.
According to some rumors, he is thought to be Prince Garin himself, risen from his watery grave. Others believe that there have been numerous Shrouded Lords, and when one dies another one takes his place; the one currently holding the title is a corsair from the Basilisk Isles. Rolly Duckfield likes yet another version of the tale, in which the Shrouded Lord was a statue at first, and a grey woman from the fog kissed life to it with lips as cold as ice. They say the Shrouded Lord will grant a boon to any man who can make him laugh. According to Septa Lemore the stone men were proud, and the Shrouded Lord was the proudest of all.
A Dance with Dragons
As the Shy Maid and her crew travel on the Rhoyne discussion turns to the Shrouded Lord and the various tales about him. Tyrion Lannister comes to associate the Shrouded Lord with Tywin Lannister, the father he slew, and has bad dreams of both.
He dreamt of his lord father and the Shrouded Lord. He dreamt that they were one and the same, and when his father wrapped stone arms around him and bent to give him his grey kiss, he woke with his mouth dry and rusty with the taste of blood and his heart hammering in his chest.—Tyrion Lannister awakening from his near drowning
Beyond the veil of dream, the Sorrows were waiting for him. Stone steps ascending endlessly, steep and slick and treacherous, and somewhere at the top, the Shrouded Lord. I do not want to meet the Shrouded Lord.