C# Reply to email letter

Question

I need to send 2 letters - first one to support and second one to author of message. 2nd letter should be as reply to first one with some default text.

I found that it can be possible by adding headers to MailMessage.

new NameValueCollection { { "In-Reply-To", messageId }, { "References", messageId } };

messageId is manually generated string. I add this string to header for first mail.

new NameValueCollection { { "Message-ID", messageId } };

So seems like I am able to "link" to mails.

To send them I'm using SendGrid.

As result I receive 2 mails... but first one has another "Message-ID" than I expect. My expected messageId only present in X-Google-Original-Message-ID value (checking in gmail).

So how can I send mails with passed MessageId using SendGrid?