Okay let me try to answer (please don't hesitate to come back to me if necessary). :)
I never read it as a claim, but I did hear on PBSSpaceTime that neutrino is a candidate for dark matter.
Neutrino are massive weakly interacting particles, and therefore a potential candidate for dark matter. However, the calculations show that their contribution to dark matter is by far not sufficient. Conclusion: we need something else, and this is this something else that is usually called dark matter. Is it clearer?
Do Gravity waves lack mass?
Gravity waves are created from the conversion of some mass. But you need a huge amount of it, which is why black hole or dense star mergers are the only potential candidates that could yield an observation. The only connection with dark matter is that primordial black hole could contribute to dark matter. Hopefully, future gastrophysics observations will let us know more on that.
.Your reply is both clear and clarifying except from this sentence:
"Gravity waves are created from the conversion of some mass."
Do you mean from the gravitational interaction of moving masses?
By some mass, I meant some given amount of mass that is converted into energy (spread into the waves). Is it better?