Pop ups about Sendgrid.net

Hello Claire,
Thank you for contacting AVG Community Support.
I am sorry to hear that, you are facing threat pop up issue. We'll certainly look into this and help you.
-May I know, you facing these threat pop up randomly or only while trying to access Hotmail email?
-Please check if your AVG Antivirus is up to date, you can check by opening AVG Antivirus program and go to menu > settings > general > update and click on both virus definition and software version to update, though they are already up to date.
-Also check if you have any conflcting antivirus application installed.
If you are still receiving pop up after updating AVG Antivirus do let us know, so that, we could assist, you further. Would you be so kind as to share us a few screenshots of the threat pop-ups you're referring to? Note: Kindly click on "See Details" on the threat pop-up and then share us the screenshot. Refer to article for detailed instructions to capture a screenshot. 
Looking forward to hearing from you.

User-added image

I keep getting pop ups saying my connection to "u46509964.ct.sendgrid.net"  URL phishing has been aborted, but I have no idea what this is and all I am doing is using my hotmail email account to send and receive emails from trusted sources in my contact book.  Should I be worried?  It keeps happening.I have the free AVG installed.

Hello Claire,
Thank you for contacting AVG Community Support.
I am sorry to hear that, you are facing threat pop up issue. We'll certainly look into this and help you.
-May I know, you facing these threat pop up randomly or only while trying to access Hotmail email?
-Please check if your AVG Antivirus is up to date, you can check by opening AVG Antivirus program and go to menu > settings > general > update and click on both virus definition and software version to update, though they are already up to date.
-Also check if you have any conflcting antivirus application installed.
If you are still receiving pop up after updating AVG Antivirus do let us know, so that, we could assist, you further. Would you be so kind as to share us a few screenshots of the threat pop-ups you're referring to? Note: Kindly click on "See Details" on the threat pop-up and then share us the screenshot. Refer to article for detailed instructions to capture a screenshot. 
Looking forward to hearing from you.

Thank you for writing us back Claire,
I appreciate your efforts for providing us the information and screenshot. To resolve the issue you can add the website in exception by following the below article.

This would be an temporary fix. To fix this issue permanently, we'd recommend that you submit the detected website for false-positive analysis using this link https://www.avg.com/en-gb/false-positive-file-form#pc.

Once you've submitted the false-positive report, our concerned team will analyze the detected website and if found harmless, they'll whitelist it right away. Furthermore, they'll update the status via email. 

Thank you for your understanding.