The "leucism" as it is called here seems to be localised to one tail feather. I would bet that the same feather follicle will produce a white feather for the rest of the bird's life. Any dissenting views?
I have an African Grey that has a couple of red feathers on his neck/shoulder area. I don't have a picture of him but found this on the web by searching for Red Factor Grey's. This one has a lot more than mine.