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What you said is actually incorrect. We use Sendgrid and are able to send to your email relay service. What you meant to likely say, is that if you used a shared network on one of these providers, the relay-service does not work because it can not verify the SPF and hosted file for that domain correctly. Other than that, all clients who use a dedicated IP address and have some knowledge about DNS can set this up to work correctly.

Can you shed light on how/why 3rd party systems are not supported? If the SPF record we set for our customers are valid and point to the IP addresses (rather than a CNAME) would that work?