Ask Mr. Smarty Plants

Mr. Smarty Plants assumes you mean Digitalis purpurea (purple foxglove), a native of Europe, which is highly toxic.  However, if you mean Penstemon cobaea (Wild foxglove) or Penstemon digitalis (Foxglove beardtongue), they are not on any toxic plant list that I have checked.  There are several species of Agalinis that are called "false foxglove" and none of these appears on any of the toxic plant databases either.  Any Penstemon or the Agalinis would be fine growing with your feverfew.

There are plants that produce chemicals that can affect other plants, either beneficially or harmfully.   This is called allelopathy and, generally, the effect is associated with competition between plants and inhibiting the growth of other plants. The allelopathic chemicals may affect the target plant by leaching into the soil from fallen leaves or fruit or they may be exuded by the plants' roots. The classic example is the allelopathic effect of walnuts which were known as early as Roman times to kill or otherwise inhibit the growth of other plants near them.  Not all plants release chemicals into the soil and I could find no evidence that Digitalis purpurea does.  Plants certainly take up mineral and chemical compounds from the soil where they grow and are known to take up toxic substances such as lead, arsenic and mercury.  However, I can't really find evidence that a plant such as Digitalis purpurea exudes any of its toxins into the soil and, if it does, that Tanacetum parthenium (Feverfew) would be capable of taking up enough of the toxin to be harmful.  You might feel safer about using the feverfew, however, if you moved it to another spot in your garden and leave the purple foxglove growing where it is.