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In order for emails sent from Fastmail to be using SendGrid, it implies that they would need to be using SendGrid's SMTP servers, not their own. I have never seen any evidence that Fastmail has ever used external SMTP servers except when special sending aliases have been created that explicitly request use of the non Fastmail servers.
Unless this is a bogus report, I suggest that the SendGrid tracking headers may have existed in the email because it was a forwarded email where the original was sent through SendGrid.
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