You call the API the wrong way.
If you have a look at the API you will see that the method 'AddAttachments'
does not accept IEnumerable<string> as input parameter.
public void AddAttachments(IEnumerable<Attachment> attachments)
{
...
}
It accepts IEnumerable<Attachment>.
You should download the source code from GitHub
https://github.com/sendgrid/sendgrid-csharp
in order to understand the API.