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Some firms that I am targeting, you can also apply for their SA program online through their website.

1.) So, would it be better to still include this firm in my massive mass mail list, or should I just apply through their website?
2.) What about both?

Let me know what works.

I would just apply on their website. It's annoying and takes longer, but I've noticed that a lot of these firms will just respond to your email and tell you to apply online.