GG Immune to Massive Damage?

are you accounting for his max health stacking.?

How much damage is it doing? Is it possible that he is doing the damage but it's not enough to take Grievous out?

Massive Damage really isn't what it used to be.
It is only 99,999 damage.

GG's Max Health increases over the battle, it is very possible for him to be able to tank a massive damage even from Yellow Health.

My GG is relic 7 with crappy, B-tier mods. And he's pulling a little over 120k HP as a start, then his unique is giving him 20% of that added each time he takes a turn. His special 2 is getting him 10% additional max health every time he uses that. He's quite thick, moreso as the fight goes on. So your 99k damage may just tickle to him by the time you're actually going after him and not his lackeys.