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At the moment, when I import subscribers (via CSV) to a list, it automatically set their status to "subscribed". is it possible to import the subscribers as "Unconfirmed" and shoot them an email with the confirmation link?
No that's not possible in Sendy's interface though.
An alternate way to go around this would be to import your list, then send them a campaign asking them to unsubscribe with one click if they do not wish to receive future newsletters.