When users add CNAME records on a GoDaddy hosted website, they are getting tagged with your domain twice.
For example, if you post a record like this:
It gets posted like this:
To resolve this issue, please remove all SendGrid posted records from your side. Once these records are removed, please re-add them using the following formatting:
Notice: If you have multiple Domain Authentication entries, please make sure to remove all the ones that are not valid.