Does using SendGrid's automated security use up a DNS lookup on our SPF?
No, the SPF is managed by SendGrid.
How will using a subdomain affect sending emails from Gainsight?
Emails will be signed by the subdomain. Sending from your base domain will result in envelope-from using the subdomain, while header-from and reply-to will be the base domain, if configured as such.
Can we use custom DKIM selectors for the CNAMES?
Yes. S1 and S2 are default for SendGrid but Gainsight uses gpx and gpx2. You can request a custom DKIM selector of up to three characters.
Can we allow a subdomain?