My sources identify the "Grayson Cavalry" as Company C, 8th Regiment Virginia Cavalry.

8th Regiment, Virginia Cavalry
8th Cavalry Regiment was organized early in 1862 with nine companies but increased its number to eleven to July. Many of the men were recruited in Smyth, Nelson, Kanawha, and Tazewell counties. The unit confronted the Federals in western Virginia, fought in East Tennessee then returned to western Virginia. Later it participated in Early's Shenandoah Valley operations and the Appomattox Campaign. This regiment contained 225 effectives in April, 1864. However, none were included in the surrender at Appomattox because it had cut through the Federal lines and disbanded. The field officers were Colonels James M. Corns and Walter H. Jenifer; Lieutenant Colonels Thomas P. Bowen, A.F. Cook, Henry Fitzhugh, and Albert G. Jenkins; and Major P.M. Edmondson.

A check of the roster for the 8th VA Cav does not show any "Galyean" as a trooper.

Also from Grayson were the Grayson Dare Devils - aka Virginia Dare Devils, Co F, 4th Regt Va Inf

Grayson Guards,Capt B. F. Cooper's Co, Va Local Defense Troops, organized 11/5/1863

Grayson Reserves, Co B, 4th Regt Va Reserves

Grayson Rifles, Co C, 45th Regt Va Inf

Seems that the one's I find listed served in the 63rd Va regt Inf:

Galyean, Anderson Co G Pvt Pvt
Confederate 63rd Regiment, Virginia Infantry (McMahon's)

Galyean, Byram aka Byran Gallien Co C Pvt Pvt
Confederate 63rd Regiment, Virginia Infantry (McMahon's)

Galyean, James Co G Pvt Pvt
Confederate 63rd Regiment, Virginia Infantry (McMahon's)

Galyean, Jeremiah Co G Pvt Musician
Confederate 63rd Regiment, Virginia Infantry (McMahon's)

Galyean, Samuel aka Samuel Gallien Co C Pvt Pvt
Confederate 63rd Regiment, Virginia Infantry (McMahon's)
As Samuel Gallion, Grayson County Militia [78th]

Galyean, Toliver Co G Pvt Pvt
Confederate 63rd Regiment, Virginia Infantry (McMahon's)

Galyean, William aka William Gallien Co C Pvt Pvt
Confederate 63rd Regiment, Virginia Infantry (McMahon's)

Co C = Capt Stephen B. Cornutt's Co; organized 4/6/1862, for three years or the war; 36 members identified as transferring in from Co G this regiment, January 1863
Captains: Stephen B. Cornutt, John B. Waugh

Co G = Capt L. H. Hampton's Co; organized 5/15/1862, for 3 years or the war
Captains: Litrelle Hickson Hampton, Thomas B. Hampton

63rd Regiment, Virginia Infantry (McMahon's)
63rd Infantry Regiment was organized in May, 1862. It served in Western Virginia, then joined the Army of Tennessee. The unit was assigned to Kelly's, Reynolds', Brown's, and Reynolds' Consolidated, and Palmer's Brigade. It participated in the campaigns of the army from Chickamauga to Atlanta, moved with Hood to Tennessee, and was active in North Carolina. The 63rd lost about one-third of its force in the fight at Chickamauga, and in December, 1863, totalled 303 men and 188 arms. It contained 129 effectives in December, 1864, and on April 9, 1865, merged into the 54th Battalion Virginia Infantry. Few surrendered on April 26. The field officers were Colonels James M. French and John J. McMahon, and Lieutenant Colonels David C. Dunn and Connally H. Lynch.

Except for:

Galyean, William A. 2nd Co C Pvt Pvt
Confederate 28th Regiment, Virginia Infantry
2nd Co C = Craig Mountain Boys, Craig County; formerly Co D until 8/31/1861 muster; enlisted 5/10/1861, for 1 year, mustered 5/29/1861; reorganized 5/29/1862
Captains: Michael Peters Spessard [to Maj 1863]; John W. Bowen

28th Regiment, Virginia Infantry
28th Infantry Regiment completed its organization at Lynchburg, Virginia, in June, 1861. Its members were raised in the counties of Botetourt, Craig, Bedford, Campbell, and Roanoke. After fighting at First Manassas the unit was assigned to General Pickett's, Garnett's, and Hunton's Brigade, Army of Northern Virginia. It was active in the campaigns of the army from Williamsburg to Gettysburg except when it served with Longstreet at Suffolk. The 28th moved to North Carolina, then was on detached duty at Richmond. It fought at Cold Harbor, endured the battles and hardships of the Petersburg trenches, and was engaged in various conflicts around Appomattox. The regiment totalled 600 men in April, 1862, and reported 40 casualties at Williamsburg at 47 at Seven Pines. It lost 12 killed and 52 wounded at Second Manassas, had 8 killed and 54 wounded during the Maryland Campaign, and, of the 333 engaged at Gettysburg, half were disabled. Many were captured at Sayler's Creek, and 3 officers and 51 men surrendered on April 9, 1865. The field officers were Colonels Robert C. Allen, Robert T. Preston, and William Watts; Lieutenant Colonels Samuel B. Paul and William L. Wingfield; and Majors Michael P. Spesard and Nathaniel C. Wilson.

The militia from Grayson was the 78th, part of the 25th Militia Brigade under Brig Gen Alfred Cleon Moore in 1861 [he became Col 29th Regt Va Vols].

There was one company of cavalry from Grayson County reported in the Adjutant General's report in 1863 as being part of the Home Guard but they were unidentified by name, designation or membewrship other than being from Grayson County.

Co B, 4th Regt Va Reserves, known as Grayson Reserves, were under a Capt John W. Warrick, but I have no further information on any Galyean/Gallien members. But I do find a George Gallion and a Joseph M. Gallion listed as Pvt's in Company D, which was the Montgomery Reserves from Montgomery County under Capt Thomas Harris.