Hi @Stefan Bauer ,
Beased on my knowledge and test, Journal mail is sent by the system mailbox on behalf of your Exchange online mailbox with the "SendonBehalf" permission. We could not change the this email address. And the address mailbox is a specific address.
Please following the steps in this official atricle to create a safe sender lists for this specific email address, then try to send an test email and see if the journal email breaks SPF.
Please refer to: Create safe sender lists in EOP
Or change the SPF record and add the domain of the address that sends the journal mail to the SPF record.
Please refer to: Form your SPF TXT record for Microsoft 365
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