This SendGrid FAQ explains the following:
>SendGrid’s US-based data centers are located in Herndon, VA; Las Vegas, NV; and Chicago, IL. When you send mail, it will go to the inbound data center that is closest to you in order to transfer mail to our pipeline quickly. Mail is not processed at these locations, but is forwarded to our US-based data centers for processing and sending.
I would argue that practically it is impossible to keep emails within a particular region. If, for example, the Australian customer only wants their SendGrid emails to be sent from Australia, if they send one of the emails to a user who's mail server is hosted in another country, then their email will have left Australia and there would be nothing that they could do about it.
It is likely best to discuss this with the SendGrid sales team who will be best placed to explain best practices with email under these perceived restrictions.
You can use a bit of code in Google Sheet + the Contacts API, alternatively you could use a middle-man that connects Google Sheets and Webhooks, such as Zapier (Premium) to make this happen automatically.