The Nentir Vale
Grue was once a member of the Bloodreavers slaver gang. He pissed of the wrong boss though, and ended up in a Duergar slave pen when the Eyes of Hadar came to free some fellow slaves. He offered to lead them to the Blackfang Gnolls who held the rest of the slaves they were after, and their camaraderie developed from there.
Grue adventured with the Eyes for a while, developing a particular friendship with Hadarai. When the warlock decided to settle down from the adventuring life to oversee the newly sanctified shrine in the Chamber of Eyes, Grue stayed with him as the captain of the chamber’s guards.