So probably they’re dropping your email. They have even a hourly limit, with 5000 per hour set in the plugin almost surely you’re going over the limits. Check the requests on sendgrid other than the delivered. Do the two match?
Hi, that value marked as KO means only that the internal wp scheduler is not triggered every 300 seconds, so the plugin sends out email slowly but it’s not a problem. So, to find out the problem, on diagnostic panel set the log level to debug. Eventually look at wp-content/logs/newsletter and send me at firstname.lastname@example.org all the log files you can find.