A wuick stop at the lab shows you the rag is the same rare Ecuadorian material and of course the fuel from Ecuador and the letter about his trouble means you should have the cops bring in Gray for questioning.

Glass outside window - don't know.
wine? South American - fine local wine.
access jet fuel? Yup keep in back shed.
rag in hanger? Have bunch of them.
Falling behind in contract? so what.

Then a small bit of "bad cop" and he cracks. Yes he burned it all. Everything's in the shed. It was all him. You're suspicous but now you can go check out the shed.

CSI Crime scene Investigation Walkthrough