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Rails/Sendgrid messages are blocked by receiver's servers
Check out what DMARC is, it's the reason your emails are being blocked. https://dmarc.org/
Basically, they're not allowing these emails because they know they didn't originate from the correct server(s). That's what an attacker might do to spoof emails for phishing and things and they think you're doing the same thing.
Sendgrid's servers aren't used for mail.ru, so you can't send an email from there. If you want to send an email from a mail.ru address, you'd have to do it with mail.ru's SMTP servers. Same with GMail.
Generally, you'll want to use your own domain for Sendgrid and other transactional email providers. That's what they're designed for. Make sense?