Despite following the instructions in the SpamSieve manual, any attemp to rename the designated Spam folder, or to create a new one and assign it in the SpamSieve rule is essentially ignored, and a new folder named “Spam” gets created each time regardless.
The only part of SpamSieve that creates a new mailbox is when you use the “Train as Spam” command. It will create a new spam mailbox if one with the chosen name doesn’t exist. You can use the Change Settings command to set that name.