"Elizabeth I had good reason to be frightened of the Grey sisters as her possible heirs. She had already seen the eldest, Jane, supplant her in the line of succession and was very frightened that a married Katherine - with a son - could replace her on the throne. She had far less reason to fear Mary Grey, but her harsh treatment of Thomas Keyes sent a message to all - do not cross the queen on the matter of marriage to members of the royal family. If you read my Tudor: The Family Story, you will discover that the Grey sisters and Mary, Queen of Scots were not the only heirs she imprisoned, and it also explains the importance of these issues throughout the story of the dynasty."
Leanda wrote an article for us here at the Tudor Society a few months ago "The Last Tudor and The Sisters Who Would Be Queen". She also wrote one on Katherine Grey for the Elizabeth Files back in 2009 - see "Katherine Grey – Heir to Elizabeth" - and you can read an article on Mary Grey, also by Leanda, at https://www.spectator.co.uk/2010/04/a-tudor-mystery-unravels/.
Other resources:
Conor Byrne did an expert talk on the Grey sisters for the Tudor Society and you can click here to view the video.