Blakey, pictured above after being rescued from Spindles Farm. Blakey was rehabilitated by World Horse Welfare - his "after" shot is below.
However, a warrant was issued for his arrest after he failed to return to Aylesbury Crown Court after lunch.
In his absence, Gray's sentence was increased to 26 weeks' jail and he must still pay £400,000 in court costs.
Gray has so far served only four days of his sentence before being released pending the outcome of this week's appeal.
Last week, Gray and other members of his family lost their appeal against conviction in the case, which made headlines around the world.
In all, 31 horses, ponies and donkeys were found dead and more than 100 were removed from the property in January 2008.
Gray, 46, his wife, Julie Gray, 42, daughters Jodie, 27, and Cordelia Gray, 21 and son James Gray Junior, 17, were today appealing against sentences handed down to them in June last year for cruelty to more than 100 horses, ponies and donkeys.
All sentences were upheld, with James Gray not only receiving a 26-week prison sentence, but a life ban from owning and keeping horses was also upheld.
The rest of the family have been banned from owning and keeping horses for 10 years.
Judge Christopher Tyrer described the case as "cruelty on a scale that beggars belief".
Charities involved in the care and rehabilitation of the Amersham horses, which has cost hundreds of thousands of pounds, said they were pleased the sentences had been upheld.
"The sentence being upheld sends a clear message that this wanton disregard for animal welfare will not be tolerated," said Paul Jepson, chief executive of The Horse Trust.
"This is a great result for the RSPCA. By banning James and his family from owning horses, we will be protecting thousands of horses from potential abuse.
"We are sending out a powerful message to people who put profit before animal welfare," said Jepson.
The Horse Trust is currently looking after 11 horses, ponies and donkeys from Spindles Farm at its Home of Rest for Horses in Speen, Buckinghamshire.
"At last we are safe in the knowledge that the future of the Spindle Farm horses here at The Horse Trust and the other charities is secure.
"The past 27 months have been fraught with anxiety for the staff knowing that the horses were still effectively owned by and could be returned to the Gray family."
All the animals taken in from Spindles Farm were underweight when they arrived at The Horse Trust in January 2008, Jepson said.
The animals had many health problems, including Strangles, Salmonella infections, anaemia, parasite infections, impaired liver function, and internal organ damage.
The trust has spent an estimated £150,000 caring for them, but says it is delighted that they are all thriving and enjoying life to the full.
Marketing manager Susan Lewis said: "The relief for our staff, volunteers and supporters at The Horse Trust is immense and we have been touched by the generosity of people.
"This has been a long and emotional journey for both the horses, ponies and donkeys and everyone involved here at the charity but at last we can be satisfied that justice has been done."
Amersham eye witness account:
"This was a simply horrific case, the worst in UK legal history, in which over 30 horses died," he said.
"Thank heavens that after two long years, justice has been done and James Gray and his family have had their appeal quashed.
"Like all of the charities involved, the cost to care for the horses over the last two years has been enormous. We look forward to being able to find them loving new loan homes where they can look forward to a happy life far removed from the one they experienced in the hands of the Gray family."
World Horse Welfare took 11 horses from Spindles Farm into its care, all of which were suffering serious problems. They included Blakey, an emaciated and lice-ridden Thoroughbred and Polly, an aged bay mare with horrendously overgrown and cracked feet. All the horses have now fully recovered.
World Horse Welfare field officer Nick White was one of the first at the scene back in January 2008. The memories from that day will remain with him forever, he says.
"After seeing the conditions in the fields, it wasn't until I went into the yard that the enormity of it hit me," he says.
"There were dead horses on the ground in front of me, and to the right. I looked across and there was a dead horse in the stalls. It was like walking into another world.
"There were none of the normal noises I associate with a stable yard - horses moving about, eating, drinking, calling out to one another or the gentle noises that horses make when approached, expecting to be fed or cared for. They were totally silent.
"Even the horses that appeared in better bodily condition seemed to be depressed, almost as if they had lost their dignity."
The Grays lost their appeals against conviction last week, although James Gray Junior, 17, was acquitted of two charges on appeal, but convictions on the rest were upheld.
James Gray Senior:
A 26-week prison sentence
A lifetime ban banned from keeping equines.
His wife Julie Gray and daughters Jodie and Cordelia:
A 10-year ban from keeping equines, which they cannot appeal for seven years.
150 hours community service each over 12 months
James Gray Junior:
An 18 month supervision order
A 10-year ban from keeping equines, which he cannot appeal for seven years.