> Isn’t hide my email receive only?
No, there're two ways to send messages from Hide My Email addresses: 1. reply to an incoming message; 2. select "Hide My Email" option when composing a new message via any of Apple's mail apps.
> Who would be seeing this header except the person in control of the alias? Can anyone untrusted see it?
Any recipient can see it, the screenshot is from one of my Gmail mailboxes.
> As it stands, this looks like an incoming message which has been assigned a thread ID on your domain for _your_ reference, rather than any information going outward
It was an outgoing message from my Custom Email Domain address to one of my Gmail addresses using the Hide My Email feature, which was supposed to *hide* my Custom Email Domain address.