Capo Gray should be Cap au Grés. This is another French term that lent itself to conversion by Americans into an English phrase of similar sound but different meaning. Even the French fell into the habit of rendering the name Cap au Gris mistaking grés, a noun meaning sandstone, for the adjective gris meaning gray. Fort Independence was one of the many temporary stockades erected in St Charles County during the war of 1812. It is probably the same defence that is mentioned by Shaw under the name Fort Cap au Gré. [Source]
The Battle of the Sink Hole occurred after the official end of the War of 1812, near Cap au Grés.