It looks like you're new here. If you want to get involved, click one of these buttons!
I resolved the problem myself, just typing this up in case others have the same problem.
My domain redirects from http to https. In other words: I checked the box "enable SSL" in my domain settings.
Sendy's include/config.php has by default http, which I did not see. So I set the APP_PATH in /includes/config.php to the https of my Sendy URL and now it works fine.