yes I got gr. Story done just have to do free play at 156 gold bricks and missing only a few characters like Cyclops, Polaris the other you get from the chess game and then I need to do the last 2 side mission.
It's possible that even with the cheat to unlock the character, you still need to complete the mission for GR before his second one opens up.
He should be at the very edge of the docks (west side of the map, with all the shipping crates), If there are any clouds at all near it, it may not be showing up on the map (I had to fly over it a second time to clear enough of the clouds from the map to see the icon for him).
Also, if you used the cheat, the icon may not show up at all on the map (since you have the character), but he might still be standing there waiting to talk to you for the mission.