I don't know what you mean by "was unlocked originally".
However, if you buy a locked iPhone 4, it will work abroad in Greece if your carrier has a roaming agreement there. If you want to use one of the local carriers in Greece, your phone will need to be unlocked (most UK carriers will do this for a small fee) or you can use a Gevey SIM to unlock it.
If you buy a phone that's unlocked, you won't need the Gevey.
What I mean is, this phone was working fine, then front screen cracked, then insurace company locked it, so that no calls could be made from it.
Then I went and replaced the cracked screen, and want to take it to Greece with me. My Question is with the Gevey SIM, will that phone work in Greece ?
OH, I understand now, the phone was factory SIM unlocked, but is now IMEI blocked so that it does not work in the UK at all. In your case, a Gevey SIM won't help you.
Unfortunately, I don't know the answer to whether it will work in Greece or not. It depends on if the IMEI blacklist is only in the UK, or if it covers the entire EU. If it covers the entire EU, then it won't work in Greece. When I search Google, some people believe IMEI blocking is EU-wide, but I didn't see anyone saying they know this due to personal experience. Unless someone else has personal experience, only thing I can suggest is to try it, but maybe bring along a cheap spare phone with you in case it doesn't work.