Reply to setting for email gets lost in exchange redirect

Hi

I'm using forms in wp to have clients submit a request, the email is setup to have the clients email address from the form be the "reply to" in the email – this works with no issue for the direct receiver of the email but not if the email has an exchange redirect rule – i only started having this issue once i moved the email server to send grid, when it was WP sending the email i was able to run a trace in exchange to find the actual WP sender address and whitelisted which is why i suspect it worked, but with sendgrid running a trace i still get my domain as the sender

can someone help?