Seems they need a 200 response, but not clear if that is just for the initial config, or for every post they make.

https://mailchimp.com/developer/marketing/guides/sync-audience-data-webhooks/#set-up-your-callback-url

Their transactional API specifically mentions a 200 response to their HEAD request (which falls back to a POST). Also not clear if the webhooks for the marketing and transactional APIs are 100% aligned.