@Johan Kumps Thanks for reaching out, Form the description I understand that as per this doc https://learn.microsoft.com/en-us/azure/event-grid/mqtt-routing#azure-portal-configuration you have enabled MQTT broker for your event grid and sending all your MQTT messages to an Event Grid topic and using Event Grid subscriptions to deliver the messages to your APIM endpoint (https://apim-khc.azure-api.net/eventgrid/receive) correct me if I am wrong here.
I tried creating the subscription for my topic in Azure portal with the same endpoint and it got created successfully, I see the resource id you have used is inccorect /subscriptions/a4706f53-c1d9-4368-98e0-c7e61fb8a876/resourceGroups/khc_johan_kumps/providers/Microsoft.EventGrid/namespaces/eg-paragon/topics/drones
it should be /subscriptions/a4706f53-c1d9-4368-98e0-c7e61fb8a876/resourceGroups/khc_johan_kumps/providers/Microsoft.EventGrid/topics/drones please try this and let me know if the issue resolves / you can also try creating using Azure portal.
do let me know incase of further queries, I would be happy to assist you.