Elyo Grivas was a First Sword of Braavos, some time before Syrio Forel. The book "The Life and Adventures of Elyo Grivas, First Sword of Braavos" contains stories of his checkered career.
In the booksEdit
In the A Song of Ice and Fire novels there is no character named "Elyo Grivas". The character is almost certainly named after Elio Garcia, who runs the Westeros.org fansite, and who co-authored the World of Ice and Fire sourcebook along with his partner Linda.
In their video review of the episode, Elio said he doesn't know if the TV writers officially named the character after him. He does frequently exchange e-mails with writer Bryan Cogman to perform some basic, unofficial fact-checks when the writers want to make sure that they are getting some obscure book information correct. Elio therefore speculated that one of the writers might have just subconsciously recalled a similar sounding name to his when they were inventing a new name in the TV series, without deliberately naming the character after him - though there's also the chance that it was a deliberate reference.