The Savage Grenadier Elite was a Savage Locust variant of the Grenadier Elite. The Savage Grenadier Elite has gone savage after the disappearance of the Locust Queen. The Savage Grenadier Elite does NOT appear in campaign at any point.
Like their lesser brethren, Savage Grenadier Elites have opted to use Incendiary Grenades due to the scarcity of black powder. However, their higher rank means that they are privileged in gaining access to the Savage Locust's valuable stash of Bolo Grenades.
The Savage Grenadier Elite is a Walmart pre-order (Or from EB-Games in Australia, along with Commando Dom) multiplayer character exclusive for Gears of War 3.
A "Limited Edition" of the character was also made available to all with the Forces of Nature DLC pack, which added 3 of the Pre-order skins to multiplayer, regardless of how people purchased the actual game.
The Limited Edition skins are recolors of exclusive character skins that reflect either the COG or Locust team colors. The Savage Grenadier Elite is a playable character in Gears of War 4, available in the Savage Locust Gear Pack, and craftable via scrap.
Behind the scenes
In the Gears of War 3 BradyGames Signature Series Guide, it states that Savage Grenadier Elites appear in campaign but they do not.
Unlike their loyalist brethren, Savage Grenadier Elites actually wear more armor than their lesser cousins.