It doesn't look like he is signed with a record label. He seems to be self-published via streaming (YouTube, Apple Music, Qobuz). This is the case with a lot of lesser-known musicians.
Qobuz lets you buy albums, so for physical media you could buy the files and burn them to CD.
I doubt there are any LPs since that would typically require being signed with a record label or at least setting up your own website and selling directly to your audience. I can't see that he has a website. For all we know it's just an AI making blues music under the name "Brian Grey" There is not a photo of him associated with the albums on Apple Music or Qobuz.