If anyone is interested I have created an add-on for Thunderbird that will allow you to set the Sensitivity of a message to Confidential which will also set the proper header to trigger SPX encryption on both the SG and XG UTM.
You can download the Add-On from here...
If you have difficulty with the above link you can get the file here and manually install it...
If you don't know how to install an add-on in Thunderbird go to Tools -> Add-ons, then on the Add-ons page select the little gear next to the search field and pick Install Add-on from File from the menu.
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