Hi,
This issue has been reported here 3 years ago but has not been fixed.
The mail sent by noreply@caddy.community is from IP 217.70.183.193, which violates the SPF record (SOFTFAIL).
$ dig +short TXT caddy.community @1.1.1.1
"v=spf1 include:sendgrid.net ~all"
The IP 217.70.183.193 belongs to gandi, not sendgrid.
$ dig +short -x 217.70.183.193 @1.1.1.1
relay1-d.mail.gandi.net.
To fix this issue, the domain administrator should update the SPF record.