I took a look at the message you posted and I would recommend putting in a ticket with the Cloud team so they can help you on the backend. Once you get a response from the Support team please include the resolution here so the rest of the community can benefit.
I confess I haven’t actually tried this but https://confluence.atlassian.com/adminjiracloud/configuring-jira-cloud-to-send-emails-on-behalf-of-your-domain-900996548.html implies it should be possible.
Reasoning: My understanding of JIRA server is that JSD uses the same mechanism to send as JIRA itself so I would make the strong assumption that the cloud product behaves similarly.
I wasn’t aware of this either until 30 minutes ago and it has been the showstopper why we didn’t want to move from server to cloud. Perhaps time to move that project ahead.... 8)
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