I'm sure this is actually a riddle, but I'm afraid I can't remember the wording or the trick answer, just that there are, in fact, only those two words which end in -gry.
This is a riddle and the first question is posted incorrectly: it should be-------- "Think of words ending in -GRY. Angry and hungry are two of them. There are only three words in The English Language; what is the third word?" -----To which the answer is "language" ...get it? It's the 3rd word in "The English Language" There is not an actual third "-gry" word currently in use.
There actually several word in the OED but they are not in common use...
aggry, angry, begry, conyngry, gry, higry pigry, hungry, iggry, meagry, menagry, nangry, podagry, skugry, and unangry.