This message was on an email notification (instant subscription)  attaching it as well because it embedded kinda small.

I don't understand what this came with. You mentioned "an email notification (instant subscription)" and I don't know what that refers to. Is it Gmail asking you if you should treat email from Delphi as spam or not - or is it something else?

Yes - It's notifications of forums I subscribe to. 

This is using gmail in my browser. I'm not often on the web version (usually I monitor my mail from my phone's app) so posted this as a heads up. Not sure what happens if I didn't choose Yes or No

I'm having a similar problem at work as their emails are through gmail (but with our school's email address) all mail coming in from other gmail address in carries warnings it may not be safe but for me, I've flat out not received emails sent from new families. 

https://support.google.com/mail/answer/180707?visit_id=637916330180656711-1893969084&p=email_auth&hl=en&rd=1

I think anyway... it's been (at work) gmail (sender) to gmail (recipient) where I am having problems.

I'll check from the web when I get home tonight to see if my notifications still carry a warning.

Mail from Delphi is arriving now without the header I posted.