Is there a way to get external headers in the email replies webhook from the GraphAPI when the original Emails are sent through Sendgrid?

Question

Hi all I have a problem with my Outlook API integration.

I have a complex case of mixed email threads, I am receiving emails as replies from Outlook's graph API on my app's webhook and the conversation ID of each email is the same. However, the threads created in my APP are different for each email.

Is there a way to send an external thread id with an email to an Outlook inbox and then receive it back in the reply to that email?

Please keep in mind that the emails that I am sending initially are being sent from Sendgrid with an Outlook domain.