Pine is a wood that is notorious for not absorbing stain evenly. To begin with the lighter and darker portions of the grain have very different absorbencies (the existing dark parts of the grain are not very absorbent while the lighter parts are much more absorbent). In addition pine is one of a handful of woods that are unfortunately very prone to an effect called blotching.
Blotching is when wood absorbs stain more in some areas than in others leading to darker spots randomly distributed across the wood. It is so random that sometimes it occurs heavily on one part of a single board and not elsewhere on the same board, leading to extremely uneven results in some cases.
It's for the above reasons that it is now often advised to colour pine not with regular stains but with "gel stain". The word stain in the name is a misnomer as actually these products are not stain in the conventional meaning of the word but instead are coloured varnishes. As they coat the wood instead of soaking into the surface as with true stains they avoid the issues of pine's uneven absorbency, but they do tend to mask the grain of the wood to one degree or another depending on the colour.
Can we apply a grey gel stain to this coat to make it darker or absorb better.
Yes you can apply gel stain now on top of whatever stain was used previously. Without pictures we can't know what you were going for exactly and quite how the wood looks now but I think there's a good chance it will help get you closer to the results you were hoping for.
Because you're going for grey and a grey gel stain will obscure the grain of the pine to some extent you may have gotten an effect similar to what you wanted using thinned grey paint:
Source: HomeMade Modern
After the paint had dried it would then have been protected with a few coats of floor-grade varnish (a waterbased type) for durability.