The answers to all your questions is really "we don't know".
Has the person called Robert Gray actually existed?
It's hard to say. As you say: It, in the form of Mrs Kersh, does claim to be the daughter of Robert Gray aka Pennywise the Dancing Clown aka It itself. We never learn whether or not either Robert Gray or Mrs Kersh are or were actual persons that It impersonated.
There are theories online (1, 2) that Robert Gray was an actual Derry citizen who played a clown (King was probably partly inspired by the real-life serial killer John Wayne Gacy aka. Pogo the Clown), and that It might have killed him a century or more ago and assumed his persona ever since. Those are just theories, however. If they're true, that person might very well had a daughter who grew up to be Mrs Kersh.
Of course, It was actually a female (insofar as It's alien race had genders), who laid eggs and had actual offspring as well.
Has King used this name in any other stories?
In the novel Dreamcatcher, which takes place in Derry, Maine just like It, there's an alien entity calling itself "Mr. Gray". Whether this entity has anything to do with It is not clear. The book makes several references to It, including a sighting of a clown in a storm drain and the graffiti "Pennywise lives!" (perhaps implying that It did not die in It, or that one of It's offspring might have lived and assumed the Pennywise persona?), and it's said that the murders there were committed by a psychopath dressing up as a clown.
All of this is conjecture, however, but we don't have any Word of God to go on here.