I’m surprised nobody’s said that it’s very common for pilgrim ganders to sit on a nest of eggs. This is actually one of the main reasons that I’ve seen, that ppl want to keep pilgrims. Broody males. They’re also notoriously excellent fathers. I’d listen to JRies and get that DNA test just to be sure. Your goose could be a different breed, for sure. Not ALL pilgrim males will have gray feathers. One of my best show quality males has no gray on his body whatsoever, it does happen. As a matter of fact, too much gray on a male is an undesirable quality for pilgrim males and indicates cross breeding at some point. Anywho, hope all is well, just wanted to chime in 
