Change:
$headers .="De: Form thingy <examplealpha@someemail.com>";
To:
$headers ="From: Form thingy <examplealpha@someemail.com>";
"De: is not standard as per PHP manual, use "From:....
http://php.net/manual/en/function.mail.php
http://php.net/manual/fr/function.mail.php
Full code:
<?php
// Get Data
$name = strip_tags($_POST['name']);
$email = strip_tags($_POST['email']);
$phone = strip_tags($_POST['phone']);
$location = strip_tags($_POST['location']);
$headers ="From: Form thingy <examplealpha@someemail.com>";
$headers .="CC: Mail1 <example1@someemail.com>";
$headers .=", Mail2 <example2@someemail.com>";
// Send message
mail( "example1@someemail.com", "Formulário Facebook Av. Grátis",
"Name: $name\nEmail: $email\nPhone: $phone\nLocation: $location\n",
$headers );
header("Location: thankyou.html"); //Redirect to Thank You HTML page after email is sent
?>