Still, it looks like resolving the domain seems to have some issues.
Could you run the following from the docker host and see if that works?
docker exec vaultwarden getent hosts smtp.office365.com
# And
docker exec vaultwarden getent ahosts smtp.office365.com
Where vaultwarden is the name of your container of course.
I just tested sendgrid my self, and it works just fine for me.