If my blank is gray and plan on using white thread should I used a under wrap prior to building my butt wrap. Reason for question is that I did a American flag and when I applied either CP or without CP the white came out gray?

Alton,
It will look a lot better if you underwrap with thread that has the color preserver in the thread but the way that I think that you will get the best looking results is to paint the blank under where the wrap will be with white acrylic paint and then wrap the white thread over the painted area. The paint is available at any hobby shop. They will have several shades of white but get the one that is the brightest white.
As you have discovered white is a pain in the back side.

Like Emory said: For the whitest white; use
(NCP White Thread) wrapped over (White Acrylic Under-Paint).

It takes longer to wrap, but I'd suggest to get the size A NCP white, Alton. I have both D and A and the A looks much, much better for this to my old eyes.

Putter
Williston, ND

Since you're doing a closed wrap you can either paint the underlying blank white, or just put down an underwrap of white NPC thread size A or 00. You just want to brighten the background a bit and even that single layer of A in white NCP will do that for you.

.............

THANKS TO EVERYONE FOR YOUR HELP. THIS TIME I PAINTED THE BLANK AND THE WHTE CAME OUT WHITE. NEXT ONE WILL TRY WITH NCP WHITE THREAD. JUST LOVE THE LEARNING CURVE. THANKS. AGAIN.