When sharing a filter (not a ticket) in Jira, the email header will contain the following Return-Path:
The Return Path's domain is 201701confluence.atlassian.net and this is what SPF uses to check. That domain is not the same used in other basic notifications in Jira, which is mail-us.atlassian.net.
The domain 201701confluence.atlassian.net is not configured to accept some of the IPs used by Jira Cloud, so it gets a HARD FAIL for SPF and those messages may be rejected, depending on email server configuration.
The email will be sent and the domain in 'Return Path' will be the same as in other notification messages.
The email is being sent but with '201701confluence.atlassian.net' domain as Return Path and may be blocked.
- For now, we don't have yet a workaround for this issue.