I remember catching a 10" male Grayling at the Belly River Campground in Waterton in the early 1990's. Another note here, I have never heard of a Grayling showing up in the Trout Unlimited Fish Rescue on the Belly River either, that said I participated in only a few but one would think you would here of a Grayling if it occurred.
My understanding is that the Montana Grayling were plants from the Au Sable River in Michigan which are now extinct.