Hello I am Dr. Joey. Thanks for trusting me to help you and your pet today. I am a licensed veterinarian with over 16 years of experience. I look forward to working with you.
I think your primary question is why Deppy has gray stools? Gray stools are not normal. They are most common in cats who are experiencing some level of constipation. Are the stools hard/dry and he has reduced frequency of defecation? If so, then he may be dehydrated; and if so, then worth it for your veterinarian to run some lab work and check his diabetes regulation, screen for a UTI, and liver/kidney values to make sure there is not something going on. If not, then there are small things that can be done (added to diet) to help soften his stool and make it easier to pass (e.g., give Miralax daily).
If, on the other hand, he has normal or loose stools, then this is a problem that can indicate a gastrointestinal problem. With his other primary diseases, I would recommend running a B12 level check and folate level (to look at bacterial populations). Also good to screen for chronic pancreatitis (a TLI blood test).
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