Gravity waves are completely different from gravitational waves.
https://coco1453.wordpress.com/home/gravity-related-terms/
Gravitational waves are not 'mechanical waves'. It is thought that gravitational radiation is a lot like electromagnetic radiation. Therefore gravitational waves might work like light waves, and have a particle like light does.
The article talks about gravitational waves, not gravity waves. It is believed that gravitational radiation is similar to electromagnetic radiation. This would mean that gravitational waves are made up of particles called gravitons. But as the article says, we don't know that for sure because we haven't been able to detect gravitons yet.