The issue here is that using the SendGrid connector means that we cannot use SendGrid webhooks ourselves.
The Fivetran instructions for setting up the SendGrid connector (https://support.fivetran.com/hc/en-us/articles/360063568993) involve pointing the SendGrid account's Webhook URL to https://webhooks.fivetran.com and then disabling it.
Here's the crux of the issue: SendGrid only allows one event Webhook per account. We use our SendGrid webhook to remove unsubscribes and handle spam reports, as they recommend in their documentation. Using the Fivetran integration means that we wouldn't be able to do this (not an option).
A possible solution would be allowing users to utilize a service (or internal endpoint) to relay/forward the webhooks to Fivetran. For example, this is trivial to do with services like Webhook Relay and Pipedream. When I asked support, they told me that pointing the SendGrid connector to a relay service for consuming the events is not possible right now.
So, the request here is to enable the SendGrid connector to consume the webhooks from a source other than SendGrid itself (like a relay service).
Also, for what it's worth, I reached out to SendGrid about enabling multiple endpoints per account. They confirmed that it is not possible and have an internal ticket tracking this as a feature request.