Sorry @gemma_sleight, I was smokin crack. The setting I cited is for paid Marketing plans and you clearly said you were using HubSpot Marketing Free. (facepalm)
Maybe look under Settings->Marketing->Email service provider
If you have an ESP connected, the email confirmations might be coming from there.
It would be helpful to see a copy of the subscription confirmation email if that’s not the setting. Maybe forward a copy to me at frank at.
Again, sorry. I promise not to inhale next time! LOL