I have SpamSieve monitor six accounts, including one shared IMAP account and an iCloud (mac.com) account. Generally things work well, but my iCloud account always seems to filter several spams into the Junk mailbox on the server. They're also inconsistently marked - one in five might be marked with the Junk flag on Mail (I have SpamSieve use the Junk mailbox On My Mac for all mail and have only one SpamSieve rule to accomplish that). If I manually train the spam in the iCloud Junk server mailbox, it stays in that mailbox; and SpamSieve seems to have no problem with most spam sent to that account, placing it in the proper folder On My Mac.
I suspect this is an iCloud problem, but I have no clue as how to troubleshoot this. Any ideas?