I am seeing my portal tha SendGrid SPF alignment rate is 0% and DKIM is 50%.
Under more detail I can see two IP addresses of sendgrid and one of the IP address is aligned with dKIM Selector. This is pointing to Microsoft selector. Not sure how MS is using the sendgrid as we are using Office365 selector as per documentation.
What you are seeing is data in the form of automatic forwarding.
One source is receiving and automatically forwarding the emails to another recipient, and by doing so the original DKIM signature present in the email.
Imagine the portal says the Source is Sendgrid, but the selector for DKIM says selector1 or selector2. Looking at the hostname you realize these are your MS365 configured DKIM public key records. These cannot be used by Sendgrid, as they do not possess the private key.
This means emails were received by a Sendgrid server from a Microsoft 365 source signing DKIM which forwarded automatically to someone else.