There is no option to include BCC headers using the Administration panel for the database agent configurations.
Enhancement request for Oracle: FGDBORA-I-28 and SQL Server: FGSS-I-59 has been submitted to Development for a fix in a future release. Please check the release notes of latest software to determine which bug fixes have been included in this release.
The latest version of Foglight can be downloaded at:
Foglight - Download Software
Foglight for Databases - Download Software